+308.1%
HUBS vs TSEM
+1,313.0%
-1,004.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -9.0% | -4.9% | -4.1% | -8.1% |
| 30D | +7.2% | -18.7% | +26.0% | +10.9% |
| 3M | +20.9% | -18.1% | +39.0% | +20.3% |
| 6M | -13.0% | +77.1% | -90.1% | -34.9% |
| YTD | -43.8% | +80.1% | -124.0% | -59.3% |
| 1Y | -54.6% | +220.4% | -275.0% | -73.7% |
| 3Y | -58.5% | +650.1% | -708.5% | -83.5% |
| 5Y | -66.4% | +628.9% | -695.3% | -87.0% |
| All | +308.1% | +1,313.0% | -1,004.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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