-14.9%
PEP vs HUBS
-58.6%
+43.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | -0.1% |
| 7D | -1.4% | -12.4% | +11.0% | -1.5% |
| 30D | -0.2% | +1.4% | -1.6% | -0.2% |
| 3M | -4.3% | +16.0% | -20.3% | -3.8% |
| 6M | -13.2% | -17.0% | +3.8% | -13.6% |
| YTD | -1.9% | -44.3% | +42.4% | -3.1% |
| 1Y | -0.3% | -54.3% | +54.0% | -1.9% |
| All | -14.9% | -58.6% | +43.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling