-54.3%
HUBS vs FGI
+126.2%
-180.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.4% | -12.3% | -3.2% |
| 7D | -12.4% | +22.8% | -35.2% | -13.1% |
| 30D | +1.4% | +85.9% | -84.6% | -2.6% |
| 3M | +16.0% | +32.4% | -16.4% | +11.7% |
| 6M | -17.0% | +106.3% | -123.3% | -20.7% |
| YTD | -44.3% | +48.4% | -92.7% | -46.5% |
| 1Y | -54.3% | +116.4% | -170.7% | -55.9% |
| All | -54.3% | +126.2% | -180.5% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling