+664.8%
HUBS vs TAP
-30.2%
+695.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.3% | -4.0% |
| 7D | -6.2% | -5.1% | -1.2% | -5.1% |
| 30D | +6.6% | -8.4% | +15.1% | +8.8% |
| 3M | +16.4% | -3.9% | +20.4% | +17.7% |
| 6M | -19.7% | -14.4% | -5.4% | -17.0% |
| YTD | -42.6% | -14.7% | -27.9% | -40.9% |
| 1Y | -54.2% | -18.7% | -35.5% | -52.4% |
| 3Y | -57.1% | -32.6% | -24.5% | -54.0% |
| 5Y | -66.2% | -1.4% | -64.8% | -67.1% |
| 10Y | +328.3% | -50.4% | +378.6% | +381.6% |
| All | +664.8% | -30.2% | +695.0% | +651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling