-65.2%
HUBS vs GLXY
+7.0%
-72.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.0% | +2.8% | -4.0% |
| 7D | -6.2% | +4.5% | -10.8% | -6.4% |
| 30D | +6.6% | +28.8% | -22.2% | +5.6% |
| 3M | +16.4% | -23.0% | +39.5% | +19.3% |
| 6M | -19.7% | +17.0% | -36.8% | -22.6% |
| YTD | -42.6% | +12.5% | -55.1% | -45.5% |
| 1Y | -54.2% | -5.4% | -48.8% | -55.4% |
| All | -65.2% | +7.0% | -72.2% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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