+664.8%
HUBS vs TFC
+110.1%
+554.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -6.2% | -1.3% | -4.9% | -5.7% |
| 30D | +6.6% | -2.3% | +9.0% | +7.6% |
| 3M | +16.4% | +2.5% | +14.0% | +15.0% |
| 6M | -19.7% | +9.5% | -29.2% | -23.7% |
| YTD | -42.6% | +5.1% | -47.7% | -44.8% |
| 1Y | -54.2% | +15.5% | -69.6% | -57.7% |
| 3Y | -57.1% | +95.2% | -152.3% | -69.2% |
| 5Y | -66.2% | +14.5% | -80.7% | -69.9% |
| 10Y | +328.3% | +97.2% | +231.1% | +140.2% |
| All | +664.8% | +110.1% | +554.6% | +305.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling