+343.9%
HUBS vs TRU
+228.8%
+115.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -9.0% | -2.7% | -6.3% | -7.2% |
| 30D | +7.2% | -2.0% | +9.3% | +9.1% |
| 3M | +20.9% | +18.4% | +2.4% | +8.9% |
| 6M | -13.0% | +8.9% | -21.9% | -17.2% |
| YTD | -43.8% | -8.9% | -34.9% | -40.1% |
| 1Y | -54.6% | -15.9% | -38.8% | -49.5% |
| 3Y | -58.5% | -1.1% | -57.4% | -61.7% |
| 5Y | -66.4% | -35.2% | -31.2% | -57.9% |
| 10Y | +319.2% | +145.3% | +173.9% | +137.9% |
| All | +343.9% | +228.8% | +115.1% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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