-21.0%
PFE vs HUBS
-67.3%
+46.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -4.0% | -12.4% | +8.3% | -3.7% |
| 30D | +3.9% | +1.4% | +2.5% | +3.8% |
| 3M | +9.9% | +16.0% | -6.1% | +9.3% |
| 6M | +5.3% | -17.0% | +22.3% | +5.3% |
| YTD | +16.8% | -44.3% | +61.1% | +17.7% |
| 1Y | +20.4% | -54.3% | +74.7% | +21.9% |
| 3Y | -2.1% | -58.4% | +56.3% | -1.1% |
| 5Y | -21.0% | -66.7% | +45.7% | -28.5% |
| All | -21.0% | -67.3% | +46.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling