+437.9%
HUBB vs PSKY
-74.6%
+512.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.4% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | -10.0% | +11.6% | -21.5% | -11.6% |
| 3M | -1.6% | +1.5% | -3.1% | -2.2% |
| 6M | -3.1% | +7.7% | -10.8% | -5.0% |
| YTD | +4.6% | -20.1% | +24.7% | +6.9% |
| 1Y | +3.3% | -38.3% | +41.6% | +9.4% |
| 3Y | +46.6% | -17.7% | +64.3% | +39.1% |
| 5Y | +158.7% | -69.9% | +228.6% | +190.3% |
| All | +437.9% | -74.6% | +512.5% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling