-46.7%
HUBS vs THC
+40.9%
-87.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.2% |
| 3M | +12.4% | +64.2% | -51.9% | +11.5% |
| 6M | -11.1% | +8.3% | -19.4% | -14.9% |
| YTD | -38.3% | +33.4% | -71.7% | -38.1% |
| 1Y | -46.7% | +37.7% | -84.3% | -47.1% |
| All | -46.7% | +40.9% | -87.5% | -47.1% |
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