-58.5%
HUBS vs TCOM
+8.0%
-66.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -9.0% | -4.9% | -4.1% | -8.0% |
| 30D | +7.2% | -14.4% | +21.6% | +10.6% |
| 3M | +20.9% | -17.7% | +38.5% | +25.4% |
| 6M | -13.0% | -25.1% | +12.1% | -8.3% |
| YTD | -43.8% | -45.7% | +1.9% | -37.6% |
| 1Y | -54.6% | -47.9% | -6.8% | -49.3% |
| 3Y | -58.5% | +8.9% | -67.4% | -55.7% |
| All | -58.5% | +8.0% | -66.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling