-54.1%
HUBS vs GD
+61.5%
-115.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.8% |
| 7D | -12.9% | -1.9% | -11.0% | -12.4% |
| 30D | -13.7% | +10.9% | -24.6% | -16.4% |
| 3M | -8.8% | -6.8% | -2.0% | -7.0% |
| 6M | -0.2% | +7.0% | -7.2% | -3.1% |
| YTD | -50.9% | +11.1% | -62.0% | -53.0% |
| 1Y | -49.0% | +7.0% | -56.1% | -50.4% |
| 3Y | -54.1% | +59.9% | -114.0% | -59.6% |
| All | -54.1% | +61.5% | -115.6% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling