+648.6%
HUBS vs PGR
+1,086.7%
-438.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -9.0% | -0.6% | -8.4% | -8.8% |
| 30D | +7.2% | +4.9% | +2.3% | +5.2% |
| 3M | +20.9% | +7.6% | +13.2% | +17.4% |
| 6M | -13.0% | +8.3% | -21.3% | -15.9% |
| YTD | -43.8% | +1.7% | -45.6% | -44.4% |
| 1Y | -54.6% | -6.8% | -47.8% | -53.8% |
| 3Y | -58.5% | +73.4% | -131.9% | -68.8% |
| 5Y | -66.4% | +161.2% | -227.6% | -80.8% |
| 10Y | +319.2% | +819.5% | -500.3% | +3.4% |
| All | +648.6% | +1,086.7% | -438.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 all: compounded portfolio wealth divided by compounded PGR 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…
all analysis · Full analysis span regression · 6 months rolling