-58.5%
HUBS vs PPG
-17.4%
-41.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -9.0% | -6.2% | -2.7% | -7.3% |
| 30D | +7.2% | -7.9% | +15.2% | +9.8% |
| 3M | +20.9% | -10.2% | +31.1% | +24.5% |
| 6M | -13.0% | +2.7% | -15.7% | -14.9% |
| YTD | -43.8% | +4.9% | -48.7% | -46.8% |
| 1Y | -54.6% | -3.2% | -51.5% | -55.2% |
| 3Y | -58.5% | -17.0% | -41.5% | -58.4% |
| All | -58.5% | -17.4% | -41.1% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling