+159.4%
HUBB vs PSKY
-70.1%
+229.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.4% | +1.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | -10.0% | +11.6% | -21.5% | -10.8% |
| 3M | -1.6% | +1.5% | -3.1% | -1.9% |
| 6M | -3.1% | +7.7% | -10.8% | -4.1% |
| YTD | +4.6% | -20.1% | +24.7% | +6.0% |
| 1Y | +3.3% | -38.3% | +41.6% | +6.8% |
| 3Y | +46.6% | -17.7% | +64.3% | +42.6% |
| All | +159.4% | -70.1% | +229.5% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling