+308.1%
HUBS vs GDDY
+207.2%
+100.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.5% |
| 7D | -9.0% | -3.2% | -5.8% | -7.2% |
| 30D | +7.2% | +6.8% | +0.4% | +2.0% |
| 3M | +20.9% | +30.5% | -9.6% | -2.7% |
| 6M | -13.0% | +13.3% | -26.4% | -21.7% |
| YTD | -43.8% | -21.0% | -22.9% | -34.3% |
| 1Y | -54.6% | -34.0% | -20.6% | -39.2% |
| 3Y | -58.5% | +33.1% | -91.5% | -69.0% |
| 5Y | -66.4% | +30.3% | -96.7% | -73.4% |
| All | +308.1% | +207.2% | +100.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling