+27.2%
HUBS vs TE
-53.2%
+80.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -2.2% |
| 7D | -12.4% | +0.9% | -13.3% | -12.5% |
| 30D | +1.4% | -16.3% | +17.6% | +2.9% |
| 3M | +16.0% | -40.8% | +56.7% | +19.6% |
| 6M | -17.0% | -42.6% | +25.6% | -17.1% |
| YTD | -44.3% | -31.4% | -12.9% | -47.0% |
| 1Y | -54.3% | +144.9% | -199.2% | -66.4% |
| 3Y | -58.4% | -26.0% | -32.4% | -65.2% |
| 5Y | -66.7% | -48.5% | -18.2% | -71.4% |
| All | +27.2% | -53.2% | +80.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling