-57.0%
HUBS vs TLN
+574.4%
-631.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.9% |
| 30D | +7.2% | -14.3% | +21.6% | +8.6% |
| 3M | +20.9% | -9.3% | +30.2% | +20.2% |
| 6M | -13.0% | -1.1% | -11.9% | -15.9% |
| YTD | -43.8% | -16.6% | -27.3% | -44.1% |
| 1Y | -54.6% | -22.0% | -32.6% | -54.5% |
| 3Y | -58.5% | +470.2% | -528.6% | -72.3% |
| All | -57.0% | +574.4% | -631.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling