+308.1%
HUBS vs GFI
+1,093.3%
-785.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -9.0% | -2.7% | -6.3% | -8.9% |
| 30D | +7.2% | +13.2% | -6.0% | +6.7% |
| 3M | +20.9% | +28.5% | -7.6% | +19.5% |
| 6M | -13.0% | -6.2% | -6.9% | -13.1% |
| YTD | -43.8% | +8.7% | -52.6% | -44.6% |
| 1Y | -54.6% | +24.8% | -79.5% | -55.8% |
| 3Y | -58.5% | +298.0% | -356.5% | -63.2% |
| 5Y | -66.4% | +546.0% | -612.4% | -71.4% |
| All | +308.1% | +1,093.3% | -785.2% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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