-58.5%
HUBS vs TFC
+92.8%
-151.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -9.0% | -2.4% | -6.6% | -8.1% |
| 30D | +7.2% | -3.4% | +10.6% | +8.5% |
| 3M | +20.9% | +0.4% | +20.4% | +20.5% |
| 6M | -13.0% | +12.7% | -25.7% | -18.2% |
| YTD | -43.8% | +5.6% | -49.4% | -46.0% |
| 1Y | -54.6% | +16.0% | -70.7% | -58.4% |
| 3Y | -58.5% | +94.0% | -152.4% | -67.4% |
| All | -58.5% | +92.8% | -151.3% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling