-56.8%
HUBS vs PL
+84.9%
-141.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.7% |
| 7D | -5.0% | -9.3% | +4.3% | -3.6% |
| 30D | -1.0% | -18.9% | +17.9% | +2.0% |
| 3M | +12.4% | -58.4% | +70.7% | +27.5% |
| 6M | -11.1% | -30.3% | +19.2% | -12.8% |
| YTD | -38.3% | -8.1% | -30.2% | -43.6% |
| 1Y | -46.7% | +180.5% | -227.2% | -64.4% |
| 3Y | -55.1% | +444.1% | -499.3% | -78.2% |
| 5Y | -64.8% | +83.0% | -147.9% | -79.5% |
| All | -56.8% | +84.9% | -141.7% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling