+642.7%
HUBS vs TSEM
+2,045.1%
-1,402.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.1% |
| 7D | -12.4% | +0.9% | -13.3% | -12.6% |
| 30D | +1.4% | -16.6% | +18.0% | +4.3% |
| 3M | +16.0% | -10.9% | +26.9% | +12.5% |
| 6M | -17.0% | +78.0% | -95.0% | -37.3% |
| YTD | -44.3% | +77.2% | -121.5% | -58.8% |
| 1Y | -54.3% | +207.6% | -261.9% | -72.3% |
| 3Y | -58.4% | +637.8% | -696.2% | -82.2% |
| 5Y | -66.7% | +617.0% | -683.7% | -86.0% |
| 10Y | +315.9% | +1,270.7% | -954.8% | +35.7% |
| All | +642.7% | +2,045.1% | -1,402.4% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling