-55.5%
HUBS vs PCOR
-36.7%
-18.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -1.6% |
| 7D | -12.4% | -12.2% | -0.2% | -3.6% |
| 30D | +1.4% | -9.4% | +10.8% | +9.9% |
| 3M | +16.0% | +22.2% | -6.3% | +1.2% |
| 6M | -17.0% | -7.3% | -9.7% | -11.4% |
| YTD | -44.3% | -26.8% | -17.4% | -29.5% |
| 1Y | -54.3% | -22.2% | -32.1% | -45.8% |
| 3Y | -58.4% | -19.1% | -39.3% | -56.4% |
| 5Y | -66.7% | -42.4% | -24.3% | -62.3% |
| All | -55.5% | -36.7% | -18.9% | -51.1% |
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