-54.6%
HUBS vs TXG
+453.6%
-508.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -9.0% | +9.5% | -18.5% | -10.0% |
| 30D | +7.2% | +18.8% | -11.5% | +5.0% |
| 3M | +20.9% | +136.1% | -115.2% | +8.3% |
| 6M | -13.0% | +235.2% | -248.3% | -26.1% |
| YTD | -43.8% | +320.5% | -364.4% | -53.4% |
| 1Y | -54.6% | +425.2% | -479.8% | -64.1% |
| All | -54.6% | +453.6% | -508.2% | -64.1% |
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