-4.1%
TLT vs HUBS
+598.6%
-602.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.6% |
| 7D | -0.3% | -6.2% | +6.0% | -0.3% |
| 30D | 0.0% | +6.6% | -6.6% | 0.0% |
| 3M | -2.9% | +16.4% | -19.3% | -2.7% |
| 6M | -6.3% | -19.7% | +13.5% | -6.3% |
| YTD | -3.3% | -42.6% | +39.3% | -3.6% |
| 1Y | -4.2% | -54.2% | +50.0% | -4.6% |
| 3Y | -1.7% | -57.1% | +55.5% | -2.0% |
| 5Y | -34.9% | -66.2% | +31.4% | -35.7% |
| 10Y | -19.8% | +328.3% | -348.1% | -6.5% |
| All | -4.1% | +598.6% | -602.7% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling