+648.6%
HUBS vs PSLV
+195.9%
+452.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -9.0% | -3.5% | -5.5% | -8.5% |
| 30D | +7.2% | -2.1% | +9.4% | +7.5% |
| 3M | +20.9% | -1.6% | +22.5% | +20.7% |
| 6M | -13.0% | -25.5% | +12.5% | -9.6% |
| YTD | -43.8% | -11.4% | -32.4% | -46.6% |
| 1Y | -54.6% | +48.6% | -103.2% | -63.4% |
| 3Y | -58.5% | +166.9% | -225.3% | -72.6% |
| 5Y | -66.4% | +152.4% | -218.8% | -77.8% |
| 10Y | +319.2% | +187.8% | +131.4% | +146.2% |
| All | +648.6% | +195.9% | +452.7% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling