-66.4%
HUBS vs TSEM
+617.3%
-683.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -9.0% | -4.9% | -4.1% | -8.7% |
| 30D | +7.2% | -18.7% | +26.0% | +8.4% |
| 3M | +20.9% | -18.1% | +39.0% | +20.7% |
| 6M | -13.0% | +77.1% | -90.1% | -28.3% |
| YTD | -43.8% | +80.1% | -124.0% | -54.8% |
| 1Y | -54.6% | +220.4% | -275.0% | -69.5% |
| 3Y | -58.5% | +650.1% | -708.5% | -79.6% |
| All | -66.4% | +617.3% | -683.6% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling