-55.2%
HUBS vs PCOR
-17.1%
-38.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -0.8% |
| 7D | -4.3% | -6.9% | +2.7% | +0.5% |
| 30D | +14.2% | -1.5% | +15.8% | +16.4% |
| 3M | +15.5% | +18.5% | -3.0% | +4.3% |
| 6M | -18.9% | -4.7% | -14.3% | -16.3% |
| YTD | -40.1% | -22.8% | -17.3% | -30.9% |
| 1Y | -51.8% | -20.7% | -31.0% | -45.8% |
| 3Y | -55.2% | -14.6% | -40.7% | -53.1% |
| All | -55.2% | -17.1% | -38.2% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling