+308.1%
HUBS vs PEG
+148.0%
+160.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -0.9% | -8.1% | -8.7% |
| 30D | +7.2% | -3.7% | +11.0% | +8.4% |
| 3M | +20.9% | -7.3% | +28.1% | +23.5% |
| 6M | -13.0% | -10.5% | -2.6% | -10.7% |
| YTD | -43.8% | -7.5% | -36.3% | -43.2% |
| 1Y | -54.6% | -8.7% | -45.9% | -54.1% |
| 3Y | -58.5% | +31.4% | -89.8% | -64.2% |
| 5Y | -66.4% | +37.8% | -104.2% | -71.8% |
| All | +308.1% | +148.0% | +160.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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