+698.7%
HUBS vs TMF
-79.2%
+777.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -4.3% | +1.0% | -5.2% | -4.2% |
| 30D | +14.2% | -1.8% | +16.1% | +14.2% |
| 3M | +15.5% | -8.2% | +23.8% | +15.2% |
| 6M | -18.9% | -19.5% | +0.6% | -19.4% |
| YTD | -40.1% | -16.0% | -24.1% | -40.3% |
| 1Y | -51.8% | -22.5% | -29.3% | -52.1% |
| 3Y | -55.2% | -42.3% | -13.0% | -55.9% |
| 5Y | -64.7% | -87.7% | +23.0% | -70.7% |
| 10Y | +327.0% | -86.5% | +413.5% | +294.8% |
| All | +698.7% | -79.2% | +777.9% | +767.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling