+308.1%
HUBS vs TEL
+316.2%
-8.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -1.8% |
| 7D | -9.0% | +1.6% | -10.6% | -10.0% |
| 30D | +7.2% | -0.7% | +7.9% | +7.1% |
| 3M | +20.9% | +2.4% | +18.4% | +17.6% |
| 6M | -13.0% | +4.1% | -17.2% | -19.9% |
| YTD | -43.8% | -5.8% | -38.0% | -45.1% |
| 1Y | -54.6% | +0.9% | -55.5% | -58.4% |
| 3Y | -58.5% | +72.6% | -131.1% | -76.6% |
| 5Y | -66.4% | +57.5% | -124.0% | -79.1% |
| All | +308.1% | +316.2% | -8.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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