+308.1%
HUBS vs TXT
+107.7%
+200.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.2% |
| 7D | -9.0% | +2.5% | -11.5% | -10.0% |
| 30D | +7.2% | -8.9% | +16.1% | +11.4% |
| 3M | +20.9% | -13.6% | +34.4% | +27.6% |
| 6M | -13.0% | -13.1% | +0.1% | -9.6% |
| YTD | -43.8% | -7.0% | -36.8% | -44.1% |
| 1Y | -54.6% | -1.4% | -53.2% | -56.2% |
| 3Y | -58.5% | +7.0% | -65.4% | -62.1% |
| 5Y | -66.4% | +15.4% | -81.8% | -70.2% |
| All | +308.1% | +107.7% | +200.4% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling