-58.5%
HUBS vs GWW
+89.6%
-148.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -9.0% | -3.4% | -5.6% | -8.2% |
| 30D | +7.2% | -1.9% | +9.1% | +7.8% |
| 3M | +20.9% | -2.4% | +23.3% | +21.2% |
| 6M | -13.0% | +15.7% | -28.8% | -17.7% |
| YTD | -43.8% | +27.6% | -71.4% | -50.5% |
| 1Y | -54.6% | +27.2% | -81.8% | -60.0% |
| 3Y | -58.5% | +89.7% | -148.1% | -74.4% |
| All | -58.5% | +89.6% | -148.1% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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