+188.9%
GS vs HUBS
-65.0%
+253.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +3.4% | -4.3% | +7.6% | +4.0% |
| 30D | +0.2% | +14.2% | -14.0% | -2.0% |
| 3M | -0.3% | +15.5% | -15.8% | -3.8% |
| 6M | +27.4% | -18.9% | +46.3% | +28.5% |
| YTD | +19.6% | -40.1% | +59.7% | +26.6% |
| 1Y | +42.5% | -51.8% | +94.2% | +56.2% |
| 3Y | +240.4% | -55.2% | +295.7% | +272.8% |
| 5Y | +188.9% | -64.7% | +253.6% | +188.0% |
| All | +188.9% | -65.0% | +253.9% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling