+308.1%
HUBS vs TPR
+327.7%
-19.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | 0.0% |
| 7D | -9.0% | -3.0% | -6.0% | -8.1% |
| 30D | +7.2% | -22.6% | +29.9% | +15.2% |
| 3M | +20.9% | -18.2% | +39.1% | +27.1% |
| 6M | -13.0% | -18.0% | +4.9% | -10.6% |
| YTD | -43.8% | -6.4% | -37.5% | -45.7% |
| 1Y | -54.6% | +12.3% | -66.9% | -59.3% |
| 3Y | -58.5% | +298.7% | -357.1% | -78.0% |
| 5Y | -66.4% | +232.5% | -298.9% | -81.4% |
| All | +308.1% | +327.7% | -19.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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