-66.4%
HUBS vs PSKY
-70.1%
+3.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -9.0% | -2.4% | -6.6% | -8.5% |
| 30D | +7.2% | +11.6% | -4.3% | +4.9% |
| 3M | +20.9% | +1.5% | +19.3% | +20.2% |
| 6M | -13.0% | +7.7% | -20.7% | -14.9% |
| YTD | -43.8% | -20.1% | -23.7% | -42.0% |
| 1Y | -54.6% | -38.3% | -16.4% | -50.9% |
| 3Y | -58.5% | -17.7% | -40.7% | -60.8% |
| All | -66.4% | -70.1% | +3.8% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling