-55.9%
HUBS vs TDY
+16.1%
-72.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -8.2% |
| 7D | -14.4% | -12.7% | -1.8% | -20.0% |
| 30D | -5.6% | -4.9% | -0.7% | -7.3% |
| 3M | -18.1% | -13.5% | -4.6% | -23.8% |
| 6M | -16.7% | -6.4% | -10.4% | -18.6% |
| YTD | -48.9% | +15.9% | -64.8% | -51.0% |
| 1Y | -55.9% | +15.4% | -71.3% | -57.7% |
| All | -55.9% | +16.1% | -72.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling