-66.4%
HUBS vs GAP
+8.7%
-75.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -9.0% | -4.1% | -4.9% | -8.1% |
| 30D | +7.2% | +6.2% | +1.0% | +5.5% |
| 3M | +20.9% | -0.7% | +21.6% | +20.8% |
| 6M | -13.0% | -7.1% | -5.9% | -13.1% |
| YTD | -43.8% | -14.1% | -29.8% | -43.2% |
| 1Y | -54.6% | -8.5% | -46.1% | -55.1% |
| 3Y | -58.5% | +115.4% | -173.8% | -71.0% |
| All | -66.4% | +8.7% | -75.1% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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