-58.5%
HUBS vs TEL
+71.6%
-130.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.5% |
| 7D | -9.0% | +1.6% | -10.6% | -9.5% |
| 30D | +7.2% | -0.7% | +7.9% | +7.2% |
| 3M | +20.9% | +2.4% | +18.4% | +19.4% |
| 6M | -13.0% | +4.1% | -17.2% | -16.9% |
| YTD | -43.8% | -5.8% | -38.0% | -44.0% |
| 1Y | -54.6% | +0.9% | -55.5% | -56.9% |
| 3Y | -58.5% | +72.6% | -131.1% | -72.7% |
| All | -58.5% | +71.6% | -130.1% | -72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling