-54.1%
HUBS vs TXG
+406.9%
-461.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.4% | -7.6% | -4.5% |
| 7D | -13.0% | -19.3% | +6.3% | -11.7% |
| 30D | -1.8% | -30.9% | +29.1% | +1.0% |
| 3M | -13.0% | +41.1% | -54.0% | -17.6% |
| 6M | -12.4% | +211.9% | -224.3% | -26.1% |
| YTD | -46.0% | +314.0% | -360.0% | -56.1% |
| 1Y | -54.1% | +405.4% | -459.5% | -63.1% |
| All | -54.1% | +406.9% | -461.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling