+308.1%
HUBS vs PSKY
-74.6%
+382.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -9.0% | -2.4% | -6.6% | -8.5% |
| 30D | +7.2% | +11.6% | -4.3% | +4.6% |
| 3M | +20.9% | +1.5% | +19.3% | +20.1% |
| 6M | -13.0% | +7.7% | -20.7% | -15.2% |
| YTD | -43.8% | -20.1% | -23.7% | -41.8% |
| 1Y | -54.6% | -38.3% | -16.4% | -50.4% |
| 3Y | -58.5% | -17.7% | -40.7% | -61.0% |
| 5Y | -66.4% | -69.9% | +3.5% | -60.0% |
| All | +308.1% | -74.6% | +382.7% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling