+37.1%
HUBS vs TW
+206.7%
-169.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -9.0% | -4.5% | -4.5% | -6.5% |
| 30D | +7.2% | -2.3% | +9.5% | +8.7% |
| 3M | +20.9% | +2.6% | +18.3% | +18.6% |
| 6M | -13.0% | -17.5% | +4.5% | -3.4% |
| YTD | -43.8% | -5.3% | -38.5% | -42.8% |
| 1Y | -54.6% | -14.8% | -39.9% | -51.1% |
| 3Y | -58.5% | +18.8% | -77.3% | -66.0% |
| 5Y | -66.4% | +20.7% | -87.1% | -73.1% |
| All | +37.1% | +206.7% | -169.7% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling