+308.1%
HUBS vs TT
+961.2%
-653.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.0% | -1.2% | -7.8% | -8.4% |
| 30D | +7.2% | -7.3% | +14.5% | +11.2% |
| 3M | +20.9% | -3.6% | +24.5% | +21.2% |
| 6M | -13.0% | +2.8% | -15.8% | -17.7% |
| YTD | -43.8% | +14.5% | -58.4% | -51.5% |
| 1Y | -54.6% | +7.4% | -62.1% | -59.4% |
| 3Y | -58.5% | +116.2% | -174.7% | -77.9% |
| 5Y | -66.4% | +147.4% | -213.8% | -84.0% |
| All | +308.1% | +961.2% | -653.1% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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