+304.9%
HUBS vs GD
+195.0%
+109.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -12.4% | -3.2% | -9.2% | -10.8% |
| 30D | +1.4% | -9.6% | +11.0% | +6.9% |
| 3M | +16.0% | +4.3% | +11.6% | +12.6% |
| 6M | -17.0% | +0.5% | -17.5% | -18.1% |
| YTD | -44.3% | +6.6% | -50.9% | -47.0% |
| 1Y | -54.3% | +11.6% | -65.9% | -57.7% |
| 3Y | -58.4% | +72.6% | -130.9% | -70.7% |
| 5Y | -66.7% | +95.2% | -161.8% | -78.3% |
| All | +304.9% | +195.0% | +109.9% | +84.7% |
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