+308.1%
HUBS vs PPG
+26.9%
+281.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -9.0% | -6.2% | -2.7% | -5.5% |
| 30D | +7.2% | -7.9% | +15.2% | +12.4% |
| 3M | +20.9% | -10.2% | +31.1% | +28.2% |
| 6M | -13.0% | +2.7% | -15.7% | -16.8% |
| YTD | -43.8% | +4.9% | -48.7% | -48.0% |
| 1Y | -54.6% | -3.2% | -51.5% | -55.9% |
| 3Y | -58.5% | -17.0% | -41.5% | -56.4% |
| 5Y | -66.4% | -23.3% | -43.1% | -63.5% |
| All | +308.1% | +26.9% | +281.2% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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