-66.7%
HUBS vs TPR
+222.6%
-289.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.6% |
| 7D | -12.4% | -5.1% | -7.2% | -10.7% |
| 30D | +1.4% | -27.6% | +28.9% | +12.2% |
| 3M | +16.0% | -17.5% | +33.4% | +21.4% |
| 6M | -17.0% | -21.3% | +4.3% | -13.4% |
| YTD | -44.3% | -8.5% | -35.8% | -46.7% |
| 1Y | -54.3% | +11.5% | -65.8% | -60.5% |
| 3Y | -58.4% | +288.0% | -346.4% | -82.4% |
| 5Y | -66.7% | +225.2% | -291.8% | -85.9% |
| All | -66.7% | +222.6% | -289.3% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling