+722.6%
HUBS vs PPL
+84.7%
+637.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | +2.7% | -7.7% | -5.9% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +12.4% | +0.7% | +11.7% | +11.9% |
| 6M | -11.1% | -7.6% | -3.5% | -9.0% |
| YTD | -38.3% | +1.8% | -40.1% | -39.0% |
| 1Y | -46.7% | -0.8% | -45.9% | -46.9% |
| 3Y | -55.1% | +56.9% | -112.0% | -63.2% |
| 5Y | -64.8% | +39.5% | -104.4% | -69.8% |
| 10Y | +334.3% | +55.4% | +278.9% | +235.0% |
| All | +722.6% | +84.7% | +637.9% | +445.7% |
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