-46.7%
HUBS vs PFGC
-5.1%
-41.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.9% |
| 7D | -5.0% | -2.2% | -2.8% | -5.0% |
| 30D | -1.0% | -11.9% | +10.9% | -0.5% |
| 3M | +12.4% | +5.0% | +7.4% | +13.2% |
| 6M | -11.1% | +8.6% | -19.7% | -10.5% |
| YTD | -38.3% | +9.7% | -48.0% | -38.5% |
| 1Y | -46.7% | -6.3% | -40.4% | -43.6% |
| All | -46.7% | -5.1% | -41.6% | -43.6% |
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