+413.3%
HUBS vs PR
+164.4%
+248.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +6.2% |
| 7D | +5.3% | +6.7% | -1.4% | +4.6% |
| 30D | -2.5% | -6.1% | +3.7% | -1.9% |
| 3M | +2.7% | +6.9% | -4.1% | +1.9% |
| 6M | +20.2% | +14.6% | +5.6% | +18.2% |
| YTD | -46.2% | +66.1% | -112.4% | -49.1% |
| 1Y | -45.3% | +77.0% | -122.3% | -48.6% |
| 3Y | -49.7% | +93.8% | -143.5% | -53.4% |
| 5Y | -74.3% | +268.2% | -342.6% | -77.9% |
| 10Y | +273.1% | +82.3% | +190.8% | +242.8% |
| All | +413.3% | +164.4% | +248.9% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling