-73.9%
HUBS vs PPL
+47.4%
-121.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.2% |
| 7D | +8.3% | -0.4% | +8.7% | +8.4% |
| 30D | -4.0% | +2.6% | -6.6% | -4.9% |
| 3M | -9.7% | +0.8% | -10.5% | -10.1% |
| 6M | +21.4% | +1.4% | +20.0% | +20.0% |
| YTD | -45.9% | +4.3% | -50.2% | -47.1% |
| 1Y | -44.4% | +0.8% | -45.1% | -44.9% |
| 3Y | -49.7% | +57.9% | -107.6% | -62.7% |
| All | -73.9% | +47.4% | -121.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling