-66.4%
HUBS vs GDDY
+29.8%
-96.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.7% |
| 7D | -9.0% | -3.2% | -5.8% | -7.0% |
| 30D | +7.2% | +6.8% | +0.4% | +1.3% |
| 3M | +20.9% | +30.5% | -9.6% | -5.9% |
| 6M | -13.0% | +13.3% | -26.4% | -23.2% |
| YTD | -43.8% | -21.0% | -22.9% | -33.0% |
| 1Y | -54.6% | -34.0% | -20.6% | -36.6% |
| 3Y | -58.5% | +33.1% | -91.5% | -73.9% |
| All | -66.4% | +29.8% | -96.1% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling