-66.4%
HUBS vs GPC
+29.4%
-95.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.0% | -3.2% | -5.8% | -7.9% |
| 30D | +7.2% | +0.5% | +6.7% | +7.0% |
| 3M | +20.9% | +31.7% | -10.9% | +9.2% |
| 6M | -13.0% | +24.7% | -37.7% | -20.3% |
| YTD | -43.8% | +11.8% | -55.6% | -47.3% |
| 1Y | -54.6% | -3.0% | -51.7% | -54.5% |
| 3Y | -58.5% | -1.1% | -57.3% | -61.1% |
| All | -66.4% | +29.4% | -95.8% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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