+308.1%
HUBS vs PHM
+568.1%
-260.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -9.0% | -5.0% | -4.0% | -6.7% |
| 30D | +7.2% | -8.4% | +15.7% | +11.9% |
| 3M | +20.9% | -4.4% | +25.3% | +23.8% |
| 6M | -13.0% | -3.7% | -9.3% | -12.6% |
| YTD | -43.8% | +1.3% | -45.1% | -45.8% |
| 1Y | -54.6% | -14.0% | -40.6% | -52.6% |
| 3Y | -58.5% | +48.1% | -106.6% | -69.6% |
| 5Y | -66.4% | +158.8% | -225.2% | -82.1% |
| All | +308.1% | +568.1% | -260.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling