+46.8%
PYPL vs HUBS
+372.4%
-325.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.3% |
| 7D | -5.9% | -12.4% | +6.4% | -1.2% |
| 30D | -9.4% | +1.4% | -10.8% | -11.0% |
| 3M | +31.3% | +16.0% | +15.4% | +19.3% |
| 6M | +19.1% | -17.0% | +36.1% | +19.0% |
| YTD | -7.9% | -44.3% | +36.4% | +6.6% |
| 1Y | -17.9% | -54.3% | +36.4% | +1.8% |
| 3Y | -11.6% | -58.4% | +46.8% | +8.0% |
| 5Y | -81.0% | -66.7% | -14.4% | -77.0% |
| 10Y | +41.8% | +315.9% | -274.1% | -31.2% |
| All | +46.8% | +372.4% | -325.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling