-55.2%
HUBS vs PR
+87.2%
-142.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.2% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | +14.2% | +17.4% | -3.1% | +10.2% |
| 3M | +15.5% | +21.8% | -6.2% | +9.6% |
| 6M | -18.9% | +27.6% | -46.5% | -24.2% |
| YTD | -40.1% | +71.4% | -111.5% | -48.5% |
| 1Y | -51.8% | +78.3% | -130.1% | -59.3% |
| 3Y | -55.2% | +85.5% | -140.7% | -63.8% |
| All | -55.2% | +87.2% | -142.4% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling