+664.8%
HUBS vs AG
+176.6%
+488.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.3% | -4.5% |
| 7D | -6.2% | -0.1% | -6.1% | -6.2% |
| 30D | +6.6% | +12.5% | -5.8% | +5.3% |
| 3M | +16.4% | +28.2% | -11.7% | +13.1% |
| 6M | -19.7% | -18.8% | -0.9% | -19.2% |
| YTD | -42.6% | +27.4% | -70.0% | -45.6% |
| 1Y | -54.2% | +132.2% | -186.4% | -59.7% |
| 3Y | -57.1% | +286.9% | -344.0% | -65.9% |
| 5Y | -66.2% | +72.8% | -139.0% | -71.3% |
| 10Y | +328.3% | +74.6% | +253.7% | +245.8% |
| All | +664.8% | +176.6% | +488.1% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling