-66.4%
HUBS vs PSLV
+154.2%
-220.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -9.0% | -3.5% | -5.5% | -8.7% |
| 30D | +7.2% | -2.1% | +9.4% | +7.4% |
| 3M | +20.9% | -1.6% | +22.5% | +20.9% |
| 6M | -13.0% | -25.5% | +12.5% | -10.6% |
| YTD | -43.8% | -11.4% | -32.4% | -47.4% |
| 1Y | -54.6% | +48.6% | -103.2% | -64.6% |
| 3Y | -58.5% | +166.9% | -225.3% | -74.8% |
| All | -66.4% | +154.2% | -220.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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