+664.8%
HUBS vs TXT
+134.4%
+530.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | -6.2% | +0.8% | -7.1% | -6.6% |
| 30D | +6.6% | -10.4% | +17.1% | +11.7% |
| 3M | +16.4% | -14.3% | +30.8% | +23.6% |
| 6M | -19.7% | -15.1% | -4.6% | -15.6% |
| YTD | -42.6% | -8.3% | -34.3% | -42.5% |
| 1Y | -54.2% | -0.7% | -53.5% | -55.9% |
| 3Y | -57.1% | +6.0% | -63.1% | -60.8% |
| 5Y | -66.2% | +12.5% | -78.8% | -69.8% |
| 10Y | +328.3% | +103.2% | +225.1% | +162.8% |
| All | +664.8% | +134.4% | +530.3% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling