+308.1%
HUBS vs TSN
-4.9%
+313.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -9.0% | +3.0% | -12.0% | -9.8% |
| 30D | +7.2% | -4.2% | +11.4% | +8.2% |
| 3M | +20.9% | -3.9% | +24.8% | +21.9% |
| 6M | -13.0% | -9.8% | -3.2% | -11.3% |
| YTD | -43.8% | -7.3% | -36.6% | -43.3% |
| 1Y | -54.6% | -2.2% | -52.4% | -55.1% |
| 3Y | -58.5% | +11.9% | -70.3% | -61.6% |
| 5Y | -66.4% | -16.9% | -49.5% | -65.7% |
| All | +308.1% | -4.9% | +313.1% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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