-72.5%
HUBS vs GFS
-2.1%
-70.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | +3.2% | -15.6% | -13.2% |
| 30D | +1.4% | -9.6% | +10.9% | +3.6% |
| 3M | +16.0% | -38.5% | +54.4% | +29.2% |
| 6M | -17.0% | -1.3% | -15.7% | -26.1% |
| YTD | -44.3% | +31.8% | -76.1% | -57.5% |
| 1Y | -54.3% | +44.6% | -98.9% | -66.6% |
| 3Y | -58.4% | -20.6% | -37.8% | -62.7% |
| All | -72.5% | -2.1% | -70.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling