-61.0%
HUBS vs PL
+70.3%
-131.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.4% |
| 7D | -12.4% | -9.0% | -3.3% | -11.0% |
| 30D | +1.4% | -29.6% | +31.0% | +7.1% |
| 3M | +16.0% | -45.7% | +61.6% | +26.1% |
| 6M | -17.0% | -34.3% | +17.3% | -17.8% |
| YTD | -44.3% | -15.4% | -28.9% | -48.4% |
| 1Y | -54.3% | +86.1% | -140.4% | -65.7% |
| 3Y | -58.4% | +509.1% | -567.5% | -80.8% |
| 5Y | -66.7% | +68.3% | -135.0% | -80.3% |
| All | -61.0% | +70.3% | -131.3% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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