-17.0%
HUBS vs PH
+0.8%
-17.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -4.8% |
| 7D | -12.4% | -3.1% | -9.2% | -15.8% |
| 30D | +1.4% | -11.8% | +13.2% | -13.8% |
| 3M | +16.0% | +6.9% | +9.0% | +25.3% |
| 6M | -17.0% | -1.3% | -15.7% | -11.3% |
| All | -17.0% | +0.8% | -17.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 6mo: compounded portfolio wealth divided by compounded PH 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…
6mo analysis · Full analysis span regression · 6 months rolling