-56.1%
HUBS vs TLN
+589.3%
-645.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -4.1% |
| 7D | -6.2% | +5.8% | -12.1% | -6.7% |
| 30D | +6.6% | -6.9% | +13.5% | +7.1% |
| 3M | +16.4% | -10.9% | +27.3% | +16.3% |
| 6M | -19.7% | -4.6% | -15.1% | -21.6% |
| YTD | -42.6% | -14.7% | -27.9% | -43.1% |
| 1Y | -54.2% | -17.9% | -36.3% | -54.5% |
| 3Y | -57.1% | +483.9% | -541.0% | -71.5% |
| All | -56.1% | +589.3% | -645.4% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling