-46.7%
HUBS vs PENG
+118.5%
-165.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.4% | -2.2% |
| 7D | -5.0% | +4.5% | -9.6% | -4.5% |
| 30D | -1.0% | -7.1% | +6.1% | -1.7% |
| 3M | +12.4% | -27.3% | +39.6% | +12.0% |
| 6M | -11.1% | +169.6% | -180.7% | -19.6% |
| YTD | -38.3% | +164.6% | -202.9% | -44.3% |
| 1Y | -46.7% | +109.5% | -156.1% | -49.8% |
| All | -46.7% | +118.5% | -165.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling