-46.7%
HUBS vs TFC
+15.4%
-62.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | -5.0% | +2.4% | -7.4% | -5.1% |
| 30D | -1.0% | -1.3% | +0.3% | -1.0% |
| 3M | +12.4% | +6.1% | +6.3% | +12.5% |
| 6M | -11.1% | +7.3% | -18.5% | -11.2% |
| YTD | -38.3% | +8.2% | -46.5% | -39.2% |
| 1Y | -46.7% | +14.4% | -61.1% | -52.1% |
| All | -46.7% | +15.4% | -62.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling