+308.1%
HUBS vs TNA
+86.1%
+222.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -9.0% | -7.3% | -1.7% | -6.3% |
| 30D | +7.2% | -14.2% | +21.4% | +13.3% |
| 3M | +20.9% | -4.6% | +25.4% | +21.8% |
| 6M | -13.0% | +36.9% | -50.0% | -26.5% |
| YTD | -43.8% | +42.5% | -86.4% | -54.0% |
| 1Y | -54.6% | +45.8% | -100.4% | -63.7% |
| 3Y | -58.5% | +104.7% | -163.1% | -74.9% |
| 5Y | -66.4% | -21.7% | -44.7% | -72.3% |
| All | +308.1% | +86.1% | +222.0% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling