+67.8%
HUBS vs TENB
-9.4%
+77.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +4.3% |
| 7D | -9.0% | -12.1% | +3.1% | -2.1% |
| 30D | +7.2% | -18.6% | +25.9% | +20.6% |
| 3M | +20.9% | +12.1% | +8.8% | +9.2% |
| 6M | -13.0% | +46.8% | -59.8% | -33.6% |
| YTD | -43.8% | +28.0% | -71.8% | -53.5% |
| 1Y | -54.6% | -1.4% | -53.2% | -56.2% |
| 3Y | -58.5% | -33.9% | -24.5% | -51.3% |
| 5Y | -66.4% | -34.6% | -31.8% | -61.3% |
| All | +67.8% | -9.4% | +77.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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