+2,995.3%
HUBB vs PFG
+999.6%
+1,995.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | +4.8% | +6.0% | -1.2% | +2.8% |
| 30D | -9.3% | +2.2% | -11.5% | -10.0% |
| 3M | -3.9% | +10.4% | -14.2% | -7.4% |
| 6M | -0.8% | +27.8% | -28.6% | -9.1% |
| YTD | +5.6% | +33.6% | -28.1% | -4.8% |
| 1Y | +7.7% | +49.3% | -41.6% | -6.4% |
| 3Y | +47.5% | +69.7% | -22.3% | +22.3% |
| 5Y | +153.7% | +111.3% | +42.3% | +93.5% |
| 10Y | +433.0% | +240.3% | +192.7% | +240.2% |
| All | +2,995.3% | +999.6% | +1,995.7% | +1,030.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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