-54.1%
HUBS vs PFGC
+12.5%
-66.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +13.5% | -17.7% | -3.5% |
| 7D | -13.0% | +13.9% | -26.8% | -12.3% |
| 30D | -1.8% | +18.4% | -20.2% | -0.9% |
| 3M | -13.0% | -2.5% | -10.4% | -12.0% |
| 6M | -12.4% | +26.0% | -38.5% | -10.7% |
| YTD | -46.0% | +21.9% | -67.9% | -45.1% |
| 1Y | -54.1% | +13.4% | -67.5% | -51.8% |
| All | -54.1% | +12.5% | -66.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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