+75.3%
PEP vs HUBS
+323.9%
-248.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -1.0% | -9.0% | +8.0% | -0.5% |
| 30D | -0.7% | +7.2% | -7.9% | -1.2% |
| 3M | -4.1% | +20.9% | -25.0% | -5.5% |
| 6M | -13.1% | -13.0% | 0.0% | -13.2% |
| YTD | -2.1% | -43.8% | +41.7% | +0.1% |
| 1Y | -1.7% | -54.6% | +53.0% | +1.7% |
| 3Y | -15.1% | -58.5% | +43.4% | -13.0% |
| 5Y | +3.1% | -66.4% | +69.5% | +4.4% |
| All | +75.3% | +323.9% | -248.6% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling