-46.7%
HUBS vs GFS
+37.2%
-83.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.5% | -2.7% |
| 7D | -5.0% | +1.0% | -6.0% | -4.9% |
| 30D | -1.0% | -8.6% | +7.5% | -2.4% |
| 3M | +12.4% | -46.5% | +58.9% | +6.2% |
| 6M | -11.1% | -4.8% | -6.3% | -18.7% |
| YTD | -38.3% | +29.7% | -68.0% | -50.4% |
| 1Y | -46.7% | +35.8% | -82.5% | -58.4% |
| All | -46.7% | +37.2% | -83.9% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling