+285.4%
HUBS vs GD
+165.4%
+120.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +7.0% |
| 7D | +5.3% | +1.9% | +3.4% | +4.2% |
| 30D | -2.5% | +9.2% | -11.7% | -7.0% |
| 3M | +2.7% | -7.5% | +10.2% | +6.7% |
| 6M | +20.2% | +5.8% | +14.4% | +15.3% |
| YTD | -46.2% | +9.8% | -56.0% | -49.7% |
| 1Y | -45.3% | +5.8% | -51.1% | -47.8% |
| 3Y | -49.7% | +58.0% | -107.7% | -62.4% |
| 5Y | -74.3% | +100.4% | -174.8% | -83.5% |
| All | +285.4% | +165.4% | +120.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling