-50.7%
HUBS vs PCOR
-30.9%
-19.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.3% | +0.2% |
| 7D | -5.0% | -9.0% | +3.9% | +1.8% |
| 30D | -1.0% | +4.2% | -5.2% | -3.1% |
| 3M | +12.4% | +14.4% | -2.1% | +2.6% |
| 6M | -11.1% | +0.2% | -11.3% | -10.4% |
| YTD | -38.3% | -20.3% | -18.1% | -26.8% |
| 1Y | -46.7% | -16.1% | -30.5% | -40.2% |
| 3Y | -55.1% | -14.7% | -40.4% | -54.7% |
| 5Y | -64.8% | -43.2% | -21.7% | -62.1% |
| All | -50.7% | -30.9% | -19.8% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling