-66.4%
HUBS vs TMF
-88.5%
+22.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -5.1% | -3.9% | -8.3% |
| 30D | +7.2% | -4.6% | +11.8% | +8.0% |
| 3M | +20.9% | -16.6% | +37.4% | +23.9% |
| 6M | -13.0% | -19.9% | +6.8% | -10.5% |
| YTD | -43.8% | -20.2% | -23.7% | -42.1% |
| 1Y | -54.6% | -27.7% | -26.9% | -52.7% |
| 3Y | -58.5% | -43.9% | -14.5% | -56.4% |
| All | -66.4% | -88.5% | +22.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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