+32.3%
HUBS vs TXG
+27.0%
+5.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | -9.0% | +9.5% | -18.5% | -11.9% |
| 30D | +7.2% | +18.8% | -11.5% | +0.8% |
| 3M | +20.9% | +136.1% | -115.2% | -12.6% |
| 6M | -13.0% | +235.2% | -248.3% | -46.0% |
| YTD | -43.8% | +320.5% | -364.4% | -68.2% |
| 1Y | -54.6% | +425.2% | -479.8% | -77.2% |
| 3Y | -58.5% | +42.9% | -101.4% | -69.2% |
| 5Y | -66.4% | -62.8% | -3.6% | -61.9% |
| All | +32.3% | +27.0% | +5.2% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling