+416.6%
HUBS vs PR
+167.7%
+249.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.5% |
| 7D | +8.3% | +6.0% | +2.3% | +7.7% |
| 30D | -4.0% | -4.2% | +0.2% | -3.6% |
| 3M | -9.7% | +10.0% | -19.6% | -10.6% |
| 6M | +21.4% | +15.6% | +5.8% | +19.3% |
| YTD | -45.9% | +68.2% | -114.0% | -48.9% |
| 1Y | -44.4% | +79.2% | -123.6% | -47.8% |
| 3Y | -49.7% | +94.9% | -144.6% | -53.5% |
| 5Y | -74.2% | +272.8% | -346.9% | -77.8% |
| 10Y | +275.5% | +84.6% | +191.0% | +244.6% |
| All | +416.6% | +167.7% | +249.0% | +361.8% |
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 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