+240.4%
GS vs HUBS
-56.3%
+296.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +3.4% | -4.3% | +7.6% | +3.9% |
| 30D | +0.2% | +14.2% | -14.0% | -1.6% |
| 3M | -0.3% | +15.5% | -15.8% | -3.3% |
| 6M | +27.4% | -18.9% | +46.3% | +30.2% |
| YTD | +19.6% | -40.1% | +59.7% | +30.7% |
| 1Y | +42.5% | -51.8% | +94.2% | +63.4% |
| 3Y | +240.4% | -55.2% | +295.7% | +284.0% |
| All | +240.4% | -56.3% | +296.7% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HUBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling