+308.1%
HUBS vs TDY
+479.2%
-171.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -9.0% | -1.1% | -7.9% | -8.3% |
| 30D | +7.2% | -12.0% | +19.3% | +15.3% |
| 3M | +20.9% | -3.2% | +24.1% | +21.1% |
| 6M | -13.0% | -7.9% | -5.2% | -11.4% |
| YTD | -43.8% | +18.2% | -62.1% | -52.9% |
| 1Y | -54.6% | +6.7% | -61.3% | -59.1% |
| 3Y | -58.5% | +47.5% | -106.0% | -70.7% |
| 5Y | -66.4% | +39.5% | -105.9% | -75.1% |
| All | +308.1% | +479.2% | -171.1% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling