-66.4%
HUBS vs GSK
+47.2%
-113.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -3.5% | -5.5% | -8.6% |
| 30D | +7.2% | -3.4% | +10.7% | +7.7% |
| 3M | +20.9% | -8.1% | +29.0% | +22.0% |
| 6M | -13.0% | -11.1% | -1.9% | -11.9% |
| YTD | -43.8% | +0.7% | -44.6% | -44.8% |
| 1Y | -54.6% | +20.1% | -74.8% | -57.2% |
| 3Y | -58.5% | +46.1% | -104.6% | -63.8% |
| All | -66.4% | +47.2% | -113.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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