-71.7%
HUBS vs GTLB
-49.8%
-21.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.8% |
| 7D | -12.4% | -4.1% | -8.3% | -10.8% |
| 30D | +1.4% | +12.3% | -10.9% | -3.7% |
| 3M | +16.0% | +65.9% | -50.0% | -6.8% |
| 6M | -17.0% | +104.0% | -121.0% | -38.5% |
| YTD | -44.3% | +26.0% | -70.3% | -49.6% |
| 1Y | -54.3% | -3.5% | -50.8% | -54.6% |
| 3Y | -58.4% | -9.6% | -48.7% | -60.8% |
| All | -71.7% | -49.8% | -21.9% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling