-35.4%
TLT vs HUBS
-66.4%
+31.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -1.6% | -9.0% | +7.4% | -1.3% |
| 30D | -1.1% | +7.2% | -8.4% | -1.4% |
| 3M | -4.9% | +20.9% | -25.7% | -5.7% |
| 6M | -5.0% | -13.0% | +8.0% | -5.1% |
| YTD | -4.4% | -43.8% | +39.5% | -3.0% |
| 1Y | -6.4% | -54.6% | +48.3% | -4.3% |
| 3Y | -2.0% | -58.5% | +56.5% | -0.4% |
| All | -35.4% | -66.4% | +31.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 5y: compounded portfolio wealth divided by compounded HUBS 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…
5y analysis · Full analysis span regression · 6 months rolling