-64.7%
HUBS vs GD
+93.2%
-157.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -4.3% | -3.5% | -0.8% | -2.8% |
| 30D | +14.2% | -9.0% | +23.3% | +18.8% |
| 3M | +15.5% | +5.1% | +10.4% | +12.3% |
| 6M | -18.9% | -1.0% | -17.9% | -19.1% |
| YTD | -40.1% | +7.3% | -47.4% | -42.7% |
| 1Y | -51.8% | +12.4% | -64.2% | -55.0% |
| 3Y | -55.2% | +73.7% | -128.9% | -67.7% |
| All | -64.7% | +93.2% | -157.9% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling