+648.6%
HUBS vs TCOM
+38.4%
+610.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -9.0% | -4.9% | -4.1% | -7.6% |
| 30D | +7.2% | -14.4% | +21.6% | +12.2% |
| 3M | +20.9% | -17.7% | +38.5% | +27.7% |
| 6M | -13.0% | -25.1% | +12.1% | -5.6% |
| YTD | -43.8% | -45.7% | +1.9% | -33.5% |
| 1Y | -54.6% | -47.9% | -6.8% | -45.7% |
| 3Y | -58.5% | +8.9% | -67.4% | -62.3% |
| 5Y | -66.4% | +26.9% | -93.3% | -73.3% |
| 10Y | +319.2% | -11.2% | +330.4% | +238.6% |
| All | +648.6% | +38.4% | +610.2% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling