+642.7%
HUBS vs PBF
+350.0%
+292.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -12.4% | +2.3% | -14.7% | -12.7% |
| 30D | +1.4% | +11.6% | -10.2% | -0.3% |
| 3M | +16.0% | +81.7% | -65.8% | +5.6% |
| 6M | -17.0% | +96.4% | -113.4% | -25.7% |
| YTD | -44.3% | +189.5% | -233.8% | -53.4% |
| 1Y | -54.3% | +180.7% | -235.0% | -62.0% |
| 3Y | -58.4% | +56.6% | -115.0% | -63.4% |
| 5Y | -66.7% | +802.0% | -868.7% | -79.3% |
| 10Y | +315.9% | +365.7% | -49.8% | +141.6% |
| All | +642.7% | +350.0% | +292.7% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling