+664.8%
HUBS vs PTC
+252.5%
+412.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -1.7% |
| 7D | -6.2% | -13.6% | +7.3% | +5.0% |
| 30D | +6.6% | -14.7% | +21.3% | +21.4% |
| 3M | +16.4% | -5.9% | +22.3% | +20.3% |
| 6M | -19.7% | -21.1% | +1.4% | -3.5% |
| YTD | -42.6% | -26.0% | -16.6% | -27.0% |
| 1Y | -54.2% | -36.8% | -17.3% | -33.8% |
| 3Y | -57.1% | -10.3% | -46.9% | -54.6% |
| 5Y | -66.2% | +1.2% | -67.4% | -66.8% |
| 10Y | +328.3% | +198.3% | +130.0% | +81.8% |
| All | +664.8% | +252.5% | +412.2% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded PTC 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling