-54.1%
HUBS vs TFC
+20.8%
-74.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.1% |
| 7D | -13.0% | +5.1% | -18.0% | -12.9% |
| 30D | -1.8% | +9.8% | -11.6% | -1.6% |
| 3M | -13.0% | -2.4% | -10.5% | -13.4% |
| 6M | -12.4% | +4.9% | -17.4% | -11.4% |
| YTD | -46.0% | +6.6% | -52.6% | -47.0% |
| 1Y | -54.1% | +21.3% | -75.4% | -63.6% |
| All | -54.1% | +20.8% | -74.9% | -63.6% |
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