+722.6%
HUBS vs GD
+275.7%
+446.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.0% |
| 7D | -5.0% | -5.3% | +0.2% | -2.2% |
| 30D | -1.0% | -6.4% | +5.4% | +2.4% |
| 3M | +12.4% | +5.7% | +6.7% | +8.1% |
| 6M | -11.1% | -0.9% | -10.2% | -11.6% |
| YTD | -38.3% | +8.2% | -46.5% | -41.9% |
| 1Y | -46.7% | +13.4% | -60.1% | -51.2% |
| 3Y | -55.1% | +68.5% | -123.6% | -68.2% |
| 5Y | -64.8% | +97.2% | -162.0% | -77.5% |
| 10Y | +334.3% | +190.2% | +144.1% | +99.9% |
| All | +722.6% | +275.7% | +446.9% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling