+40.1%
PYPL vs HUBS
+323.9%
-283.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.3% | -9.0% | +6.7% | +1.4% |
| 30D | -9.0% | +7.2% | -16.3% | -12.6% |
| 3M | +30.6% | +20.9% | +9.7% | +16.2% |
| 6M | +18.6% | -13.0% | +31.6% | +16.1% |
| YTD | -7.2% | -43.8% | +36.7% | +7.8% |
| 1Y | -19.3% | -54.6% | +35.4% | +1.5% |
| 3Y | -12.3% | -58.5% | +46.2% | +8.0% |
| 5Y | -80.9% | -66.4% | -14.5% | -76.8% |
| All | +40.1% | +323.9% | -283.8% | -34.8% |
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