-48.2%
HUBS vs FGI
-66.8%
+18.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -9.0% | +12.1% | -21.1% | -9.4% |
| 30D | +7.2% | +75.7% | -68.4% | +3.6% |
| 3M | +20.9% | +31.7% | -10.8% | +17.2% |
| 6M | -13.0% | +111.5% | -124.5% | -16.9% |
| YTD | -43.8% | +45.8% | -89.6% | -46.0% |
| 1Y | -54.6% | +112.5% | -167.2% | -57.0% |
| 3Y | -58.5% | +8.5% | -66.9% | -59.9% |
| All | -48.2% | -66.8% | +18.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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