+554.5%
HUBS vs GD
+285.9%
+268.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -5.1% |
| 7D | -12.9% | -1.9% | -11.0% | -12.0% |
| 30D | -13.7% | +10.9% | -24.6% | -18.6% |
| 3M | -8.8% | -6.8% | -2.0% | -5.4% |
| 6M | -0.2% | +7.0% | -7.2% | -5.0% |
| YTD | -50.9% | +11.1% | -62.0% | -54.5% |
| 1Y | -49.0% | +7.0% | -56.1% | -51.7% |
| 3Y | -54.1% | +59.9% | -114.0% | -66.3% |
| 5Y | -75.6% | +102.5% | -178.1% | -84.6% |
| 10Y | +242.3% | +174.0% | +68.3% | +64.4% |
| All | +554.5% | +285.9% | +268.5% | +131.5% |
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