+316.9%
HUBS vs PR
+86.4%
+230.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | -6.2% | -0.8% | -5.4% | -6.2% |
| 30D | +6.6% | +11.3% | -4.6% | +5.5% |
| 3M | +16.4% | +24.1% | -7.6% | +13.7% |
| 6M | -19.7% | +25.4% | -45.1% | -21.8% |
| YTD | -42.6% | +71.2% | -113.9% | -45.9% |
| 1Y | -54.2% | +78.6% | -132.8% | -57.0% |
| 3Y | -57.1% | +85.2% | -142.4% | -60.2% |
| 5Y | -66.2% | +419.0% | -485.2% | -71.7% |
| All | +316.9% | +86.4% | +230.6% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling