+308.1%
HUBS vs AG
+68.4%
+239.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -9.0% | -6.7% | -2.3% | -8.3% |
| 30D | +7.2% | +2.2% | +5.1% | +6.8% |
| 3M | +20.9% | +15.7% | +5.2% | +18.1% |
| 6M | -13.0% | -23.8% | +10.8% | -11.6% |
| YTD | -43.8% | +17.6% | -61.5% | -47.0% |
| 1Y | -54.6% | +88.6% | -143.3% | -60.5% |
| 3Y | -58.5% | +253.4% | -311.9% | -68.8% |
| 5Y | -66.4% | +62.4% | -128.8% | -72.5% |
| All | +308.1% | +68.4% | +239.8% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling