-58.5%
HUBS vs GTLB
-10.9%
-47.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -9.0% | -5.7% | -3.3% | -6.3% |
| 30D | +7.2% | +15.1% | -7.9% | -0.3% |
| 3M | +20.9% | +65.5% | -44.6% | -5.7% |
| 6M | -13.0% | +102.9% | -115.9% | -37.7% |
| YTD | -43.8% | +25.2% | -69.1% | -50.9% |
| 1Y | -54.6% | -5.5% | -49.1% | -56.2% |
| 3Y | -58.5% | -10.9% | -47.6% | -61.9% |
| All | -58.5% | -10.9% | -47.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling