-58.5%
HUBS vs TSEM
+645.3%
-703.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | -9.0% | -4.9% | -4.1% | -9.1% |
| 30D | +7.2% | -18.7% | +26.0% | +7.0% |
| 3M | +20.9% | -18.1% | +39.0% | +20.8% |
| 6M | -13.0% | +77.1% | -90.1% | -25.4% |
| YTD | -43.8% | +80.1% | -124.0% | -53.0% |
| 1Y | -54.6% | +220.4% | -275.0% | -68.1% |
| 3Y | -58.5% | +650.1% | -708.5% | -79.1% |
| All | -58.5% | +645.3% | -703.8% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling