+1,087.2%
HUBB vs PSLV
+109.5%
+977.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -3.5% | +3.4% | +0.3% |
| 30D | -10.0% | -2.1% | -7.8% | -9.8% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | -3.1% | -25.5% | +22.4% | -0.4% |
| YTD | +4.6% | -11.4% | +16.0% | +3.8% |
| 1Y | +3.3% | +48.6% | -45.2% | -4.1% |
| 3Y | +46.6% | +166.9% | -120.3% | +25.6% |
| 5Y | +158.7% | +152.4% | +6.3% | +121.1% |
| 10Y | +443.5% | +187.8% | +255.7% | +348.2% |
| All | +1,087.2% | +109.5% | +977.7% | +851.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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