+698.7%
HUBS vs THC
+345.4%
+353.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -4.3% | -2.6% | -1.7% | -3.7% |
| 30D | +14.2% | -1.2% | +15.4% | +14.4% |
| 3M | +15.5% | +58.9% | -43.4% | +4.2% |
| 6M | -18.9% | +9.3% | -28.3% | -20.9% |
| YTD | -40.1% | +30.4% | -70.5% | -44.3% |
| 1Y | -51.8% | +34.6% | -86.4% | -55.7% |
| 3Y | -55.2% | +246.7% | -301.9% | -67.7% |
| 5Y | -64.7% | +244.5% | -309.2% | -75.2% |
| 10Y | +327.0% | +950.1% | -623.1% | +109.7% |
| All | +698.7% | +345.4% | +353.3% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling