+625.1%
GS vs HUBS
+651.4%
-26.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | +0.9% | -5.0% | +6.0% | +1.8% |
| 30D | -1.6% | -1.0% | -0.5% | -2.2% |
| 3M | -4.5% | +12.4% | -16.8% | -8.2% |
| 6M | +20.9% | -11.1% | +32.0% | +19.1% |
| YTD | +19.9% | -38.3% | +58.2% | +25.9% |
| 1Y | +41.4% | -46.7% | +88.1% | +51.8% |
| 3Y | +239.2% | -55.1% | +294.3% | +270.1% |
| 5Y | +185.0% | -64.8% | +249.9% | +204.6% |
| 10Y | +655.0% | +334.3% | +320.6% | +340.2% |
| All | +625.1% | +651.4% | -26.4% | +298.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling