-13.0%
HUBS vs TEL
+5.3%
-18.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +1.2% |
| 7D | -9.0% | +1.6% | -10.6% | -8.8% |
| 30D | +7.2% | -0.7% | +7.9% | +7.0% |
| 3M | +20.9% | +2.4% | +18.4% | +21.5% |
| 6M | -13.0% | +4.1% | -17.2% | -9.8% |
| All | -13.0% | +5.3% | -18.3% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling