+642.7%
HUBS vs GRMN
+650.0%
-7.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | -1.8% | -10.6% | -11.4% |
| 30D | +1.4% | -12.1% | +13.5% | +9.1% |
| 3M | +16.0% | +18.0% | -2.0% | +4.7% |
| 6M | -17.0% | +13.7% | -30.7% | -24.3% |
| YTD | -44.3% | +35.3% | -79.6% | -54.4% |
| 1Y | -54.3% | +17.2% | -71.6% | -59.7% |
| 3Y | -58.4% | +179.6% | -238.0% | -80.7% |
| 5Y | -66.7% | +75.6% | -142.2% | -79.2% |
| 10Y | +315.9% | +644.2% | -328.3% | +26.1% |
| All | +642.7% | +650.0% | -7.3% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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