+308.1%
HUBS vs PTC
+205.0%
+103.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.5% |
| 7D | -9.0% | -7.3% | -1.7% | -3.4% |
| 30D | +7.2% | -11.6% | +18.9% | +18.9% |
| 3M | +20.9% | +10.5% | +10.4% | +10.8% |
| 6M | -13.0% | -17.8% | +4.8% | +1.3% |
| YTD | -43.8% | -24.9% | -18.9% | -29.2% |
| 1Y | -54.6% | -36.8% | -17.8% | -34.3% |
| 3Y | -58.5% | -8.7% | -49.7% | -56.6% |
| 5Y | -66.4% | +4.1% | -70.5% | -67.8% |
| All | +308.1% | +205.0% | +103.1% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling