-80.6%
PYPL vs HUBS
-66.4%
-14.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.3% | -9.0% | +6.7% | +0.9% |
| 30D | -9.0% | +7.2% | -16.3% | -12.2% |
| 3M | +30.6% | +20.9% | +9.7% | +17.6% |
| 6M | +18.6% | -13.0% | +31.6% | +16.8% |
| YTD | -7.2% | -43.8% | +36.7% | +7.4% |
| 1Y | -19.3% | -54.6% | +35.4% | +0.7% |
| 3Y | -12.3% | -58.5% | +46.2% | +7.1% |
| All | -80.6% | -66.4% | -14.2% | -79.1% |
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 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