-47.1%
HUBS vs FGI
-69.1%
+22.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.6% | -4.3% |
| 7D | -6.2% | +14.7% | -20.9% | -6.7% |
| 30D | +6.6% | +67.0% | -60.3% | +3.3% |
| 3M | +16.4% | +31.0% | -14.6% | +13.0% |
| 6M | -19.7% | +126.8% | -146.6% | -23.3% |
| YTD | -42.6% | +35.6% | -78.3% | -44.7% |
| 1Y | -54.2% | +108.9% | -163.1% | -56.5% |
| 3Y | -57.1% | -0.3% | -56.9% | -58.4% |
| All | -47.1% | -69.1% | +22.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling