-58.5%
HUBS vs GFI
+287.6%
-346.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | -9.0% | -4.9% | -4.1% | -9.2% |
| 30D | +7.2% | +10.7% | -3.5% | +7.8% |
| 3M | +20.9% | +25.6% | -4.8% | +22.3% |
| 6M | -13.0% | -8.3% | -4.8% | -12.5% |
| YTD | -43.8% | +6.3% | -50.2% | -43.8% |
| 1Y | -54.6% | +22.1% | -76.7% | -54.7% |
| 3Y | -58.5% | +289.2% | -347.6% | -59.0% |
| All | -58.5% | +287.6% | -346.1% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling