+308.1%
HUBS vs PBF
+374.8%
-66.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -9.0% | +5.3% | -14.3% | -9.6% |
| 30D | +7.2% | +11.7% | -4.5% | +5.6% |
| 3M | +20.9% | +91.1% | -70.2% | +10.0% |
| 6M | -13.0% | +88.4% | -101.5% | -21.1% |
| YTD | -43.8% | +194.1% | -237.9% | -52.6% |
| 1Y | -54.6% | +180.4% | -235.1% | -61.8% |
| 3Y | -58.5% | +59.3% | -117.8% | -63.3% |
| 5Y | -66.4% | +816.3% | -882.7% | -78.5% |
| All | +308.1% | +374.8% | -66.7% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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