+642.7%
HUBS vs PSA
+173.7%
+469.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -12.4% | -3.6% | -8.7% | -10.9% |
| 30D | +1.4% | -9.4% | +10.8% | +6.1% |
| 3M | +16.0% | -8.2% | +24.1% | +20.9% |
| 6M | -17.0% | -1.8% | -15.2% | -17.1% |
| YTD | -44.3% | +15.7% | -60.0% | -49.0% |
| 1Y | -54.3% | +6.3% | -60.6% | -56.5% |
| 3Y | -58.4% | +21.6% | -80.0% | -64.1% |
| 5Y | -66.7% | +13.5% | -80.1% | -70.1% |
| 10Y | +315.9% | +101.3% | +214.6% | +179.3% |
| All | +642.7% | +173.7% | +469.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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