+488.8%
HUBS vs PR
+169.5%
+319.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.8% |
| 7D | -5.0% | +2.9% | -7.9% | -5.3% |
| 30D | -1.0% | +18.0% | -19.1% | -2.7% |
| 3M | +12.4% | +16.9% | -4.5% | +10.4% |
| 6M | -11.1% | +28.2% | -39.3% | -13.6% |
| YTD | -38.3% | +69.3% | -107.6% | -41.7% |
| 1Y | -46.7% | +69.5% | -116.2% | -49.7% |
| 3Y | -55.1% | +81.7% | -136.8% | -58.3% |
| 5Y | -64.8% | +422.2% | -487.1% | -70.4% |
| 10Y | +334.3% | +110.4% | +223.9% | +299.6% |
| All | +488.8% | +169.5% | +319.3% | +426.4% |
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 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