-58.5%
HUBS vs GEHC
-1.6%
-56.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -9.0% | -7.2% | -1.8% | -6.3% |
| 30D | +7.2% | -11.6% | +18.8% | +12.6% |
| 3M | +20.9% | -0.8% | +21.7% | +21.7% |
| 6M | -13.0% | -11.9% | -1.1% | -9.3% |
| YTD | -43.8% | -21.9% | -21.9% | -38.6% |
| 1Y | -54.6% | -17.8% | -36.8% | -51.7% |
| 3Y | -58.5% | -3.5% | -54.9% | -61.1% |
| All | -58.5% | -1.6% | -56.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling