-55.2%
HUBS vs GD
+72.8%
-128.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -4.3% | -3.5% | -0.8% | -3.3% |
| 30D | +14.2% | -9.0% | +23.3% | +17.3% |
| 3M | +15.5% | +5.1% | +10.4% | +13.1% |
| 6M | -18.9% | -1.0% | -17.9% | -18.9% |
| YTD | -40.1% | +7.3% | -47.4% | -41.9% |
| 1Y | -51.8% | +12.4% | -64.2% | -54.0% |
| 3Y | -55.2% | +73.7% | -128.9% | -63.1% |
| All | -55.2% | +72.8% | -128.1% | -63.1% |
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