+642.7%
HUBS vs PHM
+636.6%
+6.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -1.9% |
| 7D | -12.4% | -6.4% | -6.0% | -9.6% |
| 30D | +1.4% | -12.1% | +13.5% | +7.8% |
| 3M | +16.0% | -1.5% | +17.5% | +16.9% |
| 6M | -17.0% | -6.0% | -11.0% | -15.6% |
| YTD | -44.3% | -0.3% | -44.0% | -45.8% |
| 1Y | -54.3% | -13.3% | -41.0% | -52.5% |
| 3Y | -58.4% | +47.6% | -106.0% | -69.0% |
| 5Y | -66.7% | +154.7% | -221.4% | -81.4% |
| 10Y | +315.9% | +552.4% | -236.5% | +42.3% |
| All | +642.7% | +636.6% | +6.1% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling