-72.3%
HUBS vs GFS
0.0%
-72.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -9.0% | +3.8% | -12.8% | -10.0% |
| 30D | +7.2% | -11.7% | +19.0% | +10.5% |
| 3M | +20.9% | -41.8% | +62.6% | +37.7% |
| 6M | -13.0% | +6.6% | -19.7% | -24.8% |
| YTD | -43.8% | +34.6% | -78.5% | -57.4% |
| 1Y | -54.6% | +46.2% | -100.8% | -66.9% |
| 3Y | -58.5% | -20.3% | -38.1% | -62.7% |
| All | -72.3% | 0.0% | -72.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling