-57.6%
HUBS vs TPR
+279.7%
-337.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.7% |
| 7D | -6.2% | -7.3% | +1.1% | -5.0% |
| 30D | +6.6% | -30.7% | +37.3% | +13.1% |
| 3M | +16.4% | -21.6% | +38.1% | +19.8% |
| 6M | -19.7% | -21.3% | +1.6% | -18.7% |
| YTD | -42.6% | -10.2% | -32.5% | -45.0% |
| 1Y | -54.2% | +9.5% | -63.7% | -59.4% |
| All | -57.6% | +279.7% | -337.3% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling