+221.4%
HUBS vs PENG
+710.3%
-488.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -1.9% |
| 7D | -12.4% | 0.0% | -12.4% | -12.4% |
| 30D | +1.4% | -15.2% | +16.6% | +4.4% |
| 3M | +16.0% | -16.9% | +32.9% | +13.3% |
| 6M | -17.0% | +161.5% | -178.5% | -43.1% |
| YTD | -44.3% | +148.6% | -192.9% | -61.6% |
| 1Y | -54.3% | +89.6% | -143.9% | -66.5% |
| 3Y | -58.4% | +99.8% | -158.1% | -73.8% |
| 5Y | -66.7% | +100.9% | -167.6% | -79.5% |
| All | +221.4% | +710.3% | -488.9% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling