-58.5%
HUBS vs TXT
+7.0%
-65.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.3% |
| 7D | -9.0% | +2.5% | -11.5% | -9.5% |
| 30D | +7.2% | -8.9% | +16.1% | +9.5% |
| 3M | +20.9% | -13.6% | +34.4% | +24.6% |
| 6M | -13.0% | -13.1% | +0.1% | -11.2% |
| YTD | -43.8% | -7.0% | -36.8% | -45.1% |
| 1Y | -54.6% | -1.4% | -53.2% | -57.1% |
| 3Y | -58.5% | +7.0% | -65.4% | -64.4% |
| All | -58.5% | +7.0% | -65.5% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling