-19.7%
HUBS vs GPC
+20.9%
-40.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.1% | -4.4% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | +6.6% | +1.3% | +5.3% | +6.3% |
| 3M | +16.4% | +37.1% | -20.7% | +22.6% |
| 6M | -19.7% | +23.2% | -42.9% | -13.0% |
| All | -19.7% | +20.9% | -40.7% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling