+308.1%
HUBS vs GNRC
+448.8%
-140.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | -9.0% | -0.2% | -8.8% | -8.9% |
| 30D | +7.2% | -15.7% | +23.0% | +13.9% |
| 3M | +20.9% | -27.3% | +48.2% | +33.3% |
| 6M | -13.0% | -12.1% | -1.0% | -15.0% |
| YTD | -43.8% | +37.1% | -81.0% | -56.9% |
| 1Y | -54.6% | -0.5% | -54.2% | -60.1% |
| 3Y | -58.5% | +61.5% | -120.0% | -73.5% |
| 5Y | -66.4% | -58.6% | -7.8% | -59.0% |
| All | +308.1% | +448.8% | -140.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling