+28.2%
HUBS vs TE
-52.9%
+81.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | +7.2% | -5.9% | +13.2% | +7.6% |
| 3M | +20.9% | -45.6% | +66.4% | +26.1% |
| 6M | -13.0% | -43.4% | +30.3% | -13.0% |
| YTD | -43.8% | -31.0% | -12.9% | -46.6% |
| 1Y | -54.6% | +145.2% | -199.9% | -66.7% |
| 3Y | -58.5% | -24.1% | -34.4% | -65.5% |
| 5Y | -66.4% | -48.1% | -18.3% | -71.1% |
| All | +28.2% | -52.9% | +81.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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