+621.8%
HUBS vs PPL
+89.2%
+532.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -47.0% |
| 1Y | -44.4% | +0.8% | -45.1% | -45.0% |
| 3Y | -49.7% | +57.9% | -107.6% | -58.8% |
| 5Y | -74.2% | +48.3% | -122.5% | -78.3% |
| 10Y | +275.5% | +66.4% | +209.1% | +181.3% |
| All | +621.8% | +89.2% | +532.6% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling