+664.8%
HUBS vs PH
+928.6%
-263.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | +6.6% | -10.3% | +16.9% | +12.4% |
| 3M | +16.4% | +5.1% | +11.4% | +10.4% |
| 6M | -19.7% | +2.3% | -22.0% | -24.5% |
| YTD | -42.6% | +8.7% | -51.3% | -48.5% |
| 1Y | -54.2% | +26.8% | -80.9% | -63.0% |
| 3Y | -57.1% | +139.2% | -196.3% | -77.2% |
| 5Y | -66.2% | +251.1% | -317.3% | -85.9% |
| 10Y | +328.3% | +812.6% | -484.3% | -13.3% |
| All | +664.8% | +928.6% | -263.9% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling