+698.7%
HUBS vs GPC
+115.8%
+582.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.7% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | +14.2% | -0.4% | +14.6% | +14.4% |
| 3M | +15.5% | +39.2% | -23.7% | 0.0% |
| 6M | -18.9% | +18.2% | -37.2% | -25.2% |
| YTD | -40.1% | +12.1% | -52.2% | -44.4% |
| 1Y | -51.8% | -0.7% | -51.1% | -52.8% |
| 3Y | -55.2% | -1.7% | -53.6% | -58.0% |
| 5Y | -64.7% | +29.3% | -94.0% | -70.8% |
| 10Y | +327.0% | +80.7% | +246.3% | +165.4% |
| All | +698.7% | +115.8% | +582.9% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling