+129.8%
PM vs HUBS
-58.2%
+188.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +4.7% | -9.0% | +13.7% | +4.6% |
| 30D | +2.6% | +7.2% | -4.6% | +2.7% |
| 3M | +6.6% | +20.9% | -14.3% | +7.2% |
| 6M | +16.5% | -13.0% | +29.5% | +16.5% |
| YTD | +21.2% | -43.8% | +65.0% | +20.7% |
| 1Y | +17.9% | -54.6% | +72.6% | +17.3% |
| 3Y | +129.8% | -58.5% | +188.3% | +129.1% |
| All | +129.8% | -58.2% | +188.1% | +129.1% |
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