-55.2%
HUBS vs PCOR
-36.6%
-18.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -9.0% | -8.2% | -0.8% | -3.0% |
| 30D | +7.2% | -8.1% | +15.4% | +15.1% |
| 3M | +20.9% | +26.2% | -5.3% | +3.0% |
| 6M | -13.0% | -5.0% | -8.0% | -8.7% |
| YTD | -43.8% | -26.8% | -17.1% | -29.0% |
| 1Y | -54.6% | -24.6% | -30.1% | -45.0% |
| 3Y | -58.5% | -19.6% | -38.8% | -56.2% |
| 5Y | -66.4% | -42.4% | -24.0% | -62.0% |
| All | -55.2% | -36.6% | -18.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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