+287.9%
HUBS vs GD
+165.7%
+122.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +8.3% | +2.7% | +5.6% | +6.7% |
| 30D | -4.0% | +8.6% | -12.6% | -8.2% |
| 3M | -9.7% | -7.1% | -2.6% | -6.4% |
| 6M | +21.4% | +7.5% | +13.9% | +15.4% |
| YTD | -45.9% | +9.9% | -55.8% | -49.4% |
| 1Y | -44.4% | +7.6% | -51.9% | -47.4% |
| 3Y | -49.7% | +56.2% | -105.9% | -62.2% |
| 5Y | -74.2% | +100.6% | -174.8% | -83.4% |
| All | +287.9% | +165.7% | +122.2% | +127.7% |
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