-44.7%
HUBS vs FGI
-69.8%
+25.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | -4.3% | +5.2% | -9.4% | -4.4% |
| 30D | +14.2% | +65.2% | -51.0% | +10.7% |
| 3M | +15.5% | +30.2% | -14.7% | +12.2% |
| 6M | -18.9% | +87.8% | -106.7% | -22.2% |
| YTD | -40.1% | +32.5% | -72.5% | -42.2% |
| 1Y | -51.8% | +93.6% | -145.4% | -54.1% |
| 3Y | -55.2% | -2.6% | -52.7% | -56.5% |
| All | -44.7% | -69.8% | +25.1% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling