-58.5%
HUBS vs GWRE
+50.1%
-108.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -9.0% | -13.2% | +4.2% | -0.7% |
| 30D | +7.2% | -18.6% | +25.8% | +19.6% |
| 3M | +20.9% | +18.9% | +2.0% | +6.7% |
| 6M | -13.0% | -11.0% | -2.1% | -8.6% |
| YTD | -43.8% | -29.9% | -14.0% | -34.2% |
| 1Y | -54.6% | -44.3% | -10.3% | -41.4% |
| 3Y | -58.5% | +51.7% | -110.1% | -70.3% |
| All | -58.5% | +50.1% | -108.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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