-54.6%
HUBS vs TLN
-23.3%
-31.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -9.1% |
| 30D | +7.2% | -14.3% | +21.6% | +5.4% |
| 3M | +20.9% | -9.3% | +30.2% | +18.8% |
| 6M | -13.0% | -1.1% | -11.9% | -15.8% |
| YTD | -43.8% | -16.6% | -27.3% | -44.3% |
| 1Y | -54.6% | -22.0% | -32.6% | -54.6% |
| All | -54.6% | -23.3% | -31.3% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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