+3.7%
PEP vs HUBS
-54.7%
+58.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.2% | +8.0% | +3.8% |
| 7D | +7.4% | -13.0% | +20.4% | +7.5% |
| 30D | +13.3% | -1.8% | +15.1% | +13.4% |
| 3M | +3.5% | -13.0% | +16.4% | +3.4% |
| 6M | -5.9% | -12.4% | +6.5% | -6.5% |
| YTD | +2.3% | -46.0% | +48.3% | +0.9% |
| 1Y | +3.7% | -54.1% | +57.8% | +3.3% |
| All | +3.7% | -54.7% | +58.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 1y: compounded portfolio wealth divided by compounded HUBS 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…
1y analysis · Full analysis span regression · 6 months rolling