-54.3%
HUBS vs PR
+78.8%
-133.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.8% |
| 7D | -12.4% | -0.2% | -12.2% | -12.4% |
| 30D | +1.4% | +10.4% | -9.1% | +2.7% |
| 3M | +16.0% | +21.1% | -5.2% | +17.6% |
| 6M | -17.0% | +28.8% | -45.7% | -14.0% |
| YTD | -44.3% | +71.8% | -116.1% | -38.6% |
| 1Y | -54.3% | +73.3% | -127.6% | -47.8% |
| All | -54.3% | +78.8% | -133.1% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling