-43.1%
HUBS vs FGI
-70.4%
+27.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.5% | -10.5% | -3.2% |
| 7D | -5.0% | +0.5% | -5.6% | -5.1% |
| 30D | -1.0% | +65.4% | -66.4% | -4.1% |
| 3M | +12.4% | +23.5% | -11.1% | +9.3% |
| 6M | -11.1% | +60.5% | -71.7% | -14.5% |
| YTD | -38.3% | +30.0% | -68.3% | -40.4% |
| 1Y | -46.7% | +82.1% | -128.7% | -49.2% |
| 3Y | -55.1% | -4.4% | -50.7% | -56.4% |
| All | -43.1% | -70.4% | +27.3% | -41.0% |
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