-66.2%
HUBS vs PPL
+35.6%
-101.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -3.7% |
| 7D | -6.2% | 0.0% | -6.3% | -6.2% |
| 30D | +6.6% | -1.3% | +7.9% | +7.0% |
| 3M | +16.4% | -2.6% | +19.0% | +17.3% |
| 6M | -19.7% | -8.4% | -11.3% | -17.4% |
| YTD | -42.6% | +0.2% | -42.8% | -43.1% |
| 1Y | -54.2% | -0.2% | -53.9% | -54.5% |
| 3Y | -57.1% | +52.9% | -110.1% | -67.6% |
| 5Y | -66.2% | +36.8% | -103.1% | -73.4% |
| All | -66.2% | +35.6% | -101.8% | -73.4% |
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