-57.6%
HUBS vs FGI
-1.2%
-56.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.6% | -4.3% |
| 7D | -6.2% | +14.7% | -20.9% | -6.6% |
| 30D | +6.6% | +67.0% | -60.3% | +4.3% |
| 3M | +16.4% | +31.0% | -14.6% | +13.9% |
| 6M | -19.7% | +126.8% | -146.6% | -21.2% |
| YTD | -42.6% | +35.6% | -78.3% | -43.6% |
| 1Y | -54.2% | +108.9% | -163.1% | -54.2% |
| All | -57.6% | -1.2% | -56.3% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling