-58.5%
HUBS vs TW
+19.1%
-77.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -9.0% | -4.5% | -4.5% | -7.7% |
| 30D | +7.2% | -2.3% | +9.5% | +8.1% |
| 3M | +20.9% | +2.6% | +18.3% | +20.2% |
| 6M | -13.0% | -17.5% | +4.5% | -8.6% |
| YTD | -43.8% | -5.3% | -38.5% | -42.6% |
| 1Y | -54.6% | -14.8% | -39.9% | -52.5% |
| 3Y | -58.5% | +18.8% | -77.3% | -61.4% |
| All | -58.5% | +19.1% | -77.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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