+664.8%
HUBS vs TRMB
+98.5%
+566.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -2.6% |
| 7D | -6.2% | -2.9% | -3.3% | -4.2% |
| 30D | +6.6% | -1.8% | +8.4% | +8.5% |
| 3M | +16.4% | +8.4% | +8.0% | +11.5% |
| 6M | -19.7% | -18.5% | -1.2% | -6.2% |
| YTD | -42.6% | -26.7% | -15.9% | -27.4% |
| 1Y | -54.2% | -28.3% | -25.9% | -41.3% |
| 3Y | -57.1% | +12.6% | -69.7% | -60.5% |
| 5Y | -66.2% | -38.7% | -27.5% | -53.3% |
| 10Y | +328.3% | +120.8% | +207.5% | +207.8% |
| All | +664.8% | +98.5% | +566.3% | +432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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