+648.6%
HUBS vs GPN
+148.0%
+500.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -4.3% | -4.7% | -6.5% |
| 30D | +7.2% | 0.0% | +7.2% | +7.6% |
| 3M | +20.9% | +35.8% | -15.0% | +0.5% |
| 6M | -13.0% | +22.0% | -35.0% | -23.0% |
| YTD | -43.8% | +15.2% | -59.1% | -49.1% |
| 1Y | -54.6% | +3.5% | -58.1% | -56.2% |
| 3Y | -58.5% | -26.9% | -31.5% | -52.6% |
| 5Y | -66.4% | -44.2% | -22.2% | -55.8% |
| 10Y | +319.2% | +27.3% | +291.9% | +217.5% |
| All | +648.6% | +148.0% | +500.6% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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