-57.6%
HUBS vs PENG
+107.0%
-164.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -6.2% | +7.3% | -13.5% | -6.5% |
| 30D | +6.6% | -7.5% | +14.1% | +6.7% |
| 3M | +16.4% | -17.2% | +33.7% | +15.6% |
| 6M | -19.7% | +176.7% | -196.5% | -33.6% |
| YTD | -42.6% | +161.0% | -203.7% | -52.3% |
| 1Y | -54.2% | +108.8% | -163.0% | -60.9% |
| All | -57.6% | +107.0% | -164.5% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling