-66.4%
HUBS vs TAP
-0.1%
-66.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -9.0% | -3.9% | -5.1% | -8.2% |
| 30D | +7.2% | -5.3% | +12.5% | +8.6% |
| 3M | +20.9% | -3.8% | +24.6% | +22.1% |
| 6M | -13.0% | -11.4% | -1.7% | -11.0% |
| YTD | -43.8% | -13.7% | -30.1% | -42.5% |
| 1Y | -54.6% | -17.2% | -37.5% | -53.3% |
| 3Y | -58.5% | -33.1% | -25.4% | -55.5% |
| All | -66.4% | -0.1% | -66.3% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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