+308.1%
HUBS vs TGT
+207.4%
+100.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -5.2% | -3.8% | -7.0% |
| 30D | +7.2% | +1.2% | +6.1% | +6.9% |
| 3M | +20.9% | +18.4% | +2.5% | +13.7% |
| 6M | -13.0% | +33.4% | -46.5% | -22.6% |
| YTD | -43.8% | +63.8% | -107.7% | -54.1% |
| 1Y | -54.6% | +77.2% | -131.8% | -64.2% |
| 3Y | -58.5% | +41.8% | -100.2% | -66.4% |
| 5Y | -66.4% | -25.5% | -40.9% | -65.1% |
| All | +308.1% | +207.4% | +100.8% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling