-19.7%
HUBS vs TXT
-14.9%
-4.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.0% |
| 7D | -6.2% | +0.8% | -7.1% | -5.8% |
| 30D | +6.6% | -10.4% | +17.1% | -0.2% |
| 3M | +16.4% | -14.3% | +30.8% | +5.7% |
| 6M | -19.7% | -15.1% | -4.6% | -25.6% |
| All | -19.7% | -14.9% | -4.8% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling