+32.8%
PFE vs HUBS
+323.9%
-291.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.6% | -9.0% | +6.4% | -2.0% |
| 30D | +5.4% | +7.2% | -1.9% | +4.8% |
| 3M | +7.8% | +20.9% | -13.1% | +6.1% |
| 6M | +5.0% | -13.0% | +18.1% | +4.8% |
| YTD | +17.1% | -43.8% | +60.9% | +19.8% |
| 1Y | +19.3% | -54.6% | +74.0% | +23.4% |
| 3Y | -0.9% | -58.5% | +57.5% | +1.9% |
| 5Y | -20.8% | -66.4% | +45.6% | -19.6% |
| All | +32.8% | +323.9% | -291.1% | -8.3% |
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 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