-54.1%
HUBS vs THC
+46.1%
-100.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.6% | -13.8% | -5.4% |
| 7D | -13.0% | +8.8% | -21.8% | -14.0% |
| 30D | -1.8% | +12.6% | -14.4% | -3.3% |
| 3M | -13.0% | +15.4% | -28.3% | -14.6% |
| 6M | -12.4% | +57.7% | -70.1% | -15.1% |
| YTD | -46.0% | +47.1% | -93.1% | -46.3% |
| 1Y | -54.1% | +40.7% | -94.8% | -53.9% |
| All | -54.1% | +46.1% | -100.2% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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