-54.1%
HUBS vs TXT
+9.2%
-63.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -4.7% |
| 7D | -13.0% | +10.6% | -23.6% | -8.9% |
| 30D | -1.8% | +14.4% | -16.2% | +4.3% |
| 3M | -13.0% | -2.7% | -10.2% | -14.2% |
| 6M | -12.4% | -4.7% | -7.8% | -14.0% |
| YTD | -46.0% | -0.5% | -45.5% | -46.9% |
| 1Y | -54.1% | +8.7% | -62.8% | -57.2% |
| All | -54.1% | +9.2% | -63.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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