+210.9%
PM vs HUBS
+323.9%
-112.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +4.7% | -9.0% | +13.7% | +5.2% |
| 30D | +2.6% | +7.2% | -4.6% | +2.1% |
| 3M | +6.6% | +20.9% | -14.3% | +5.0% |
| 6M | +16.5% | -13.0% | +29.5% | +16.3% |
| YTD | +21.2% | -43.8% | +65.0% | +24.1% |
| 1Y | +17.9% | -54.6% | +72.6% | +22.2% |
| 3Y | +129.8% | -58.5% | +188.3% | +136.0% |
| 5Y | +133.0% | -66.4% | +199.4% | +136.9% |
| All | +210.9% | +323.9% | -112.9% | +119.8% |
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