+328.6%
TMO vs HUBS
+323.9%
+4.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.6% | -9.0% | +8.3% | +1.1% |
| 30D | +1.1% | +7.2% | -6.1% | -0.7% |
| 3M | +28.3% | +20.9% | +7.5% | +21.3% |
| 6M | +23.3% | -13.0% | +36.3% | +22.3% |
| YTD | +5.5% | -43.8% | +49.3% | +13.5% |
| 1Y | +24.5% | -54.6% | +79.2% | +39.0% |
| 3Y | +19.6% | -58.5% | +78.0% | +31.5% |
| 5Y | +8.1% | -66.4% | +74.5% | +15.5% |
| All | +328.6% | +323.9% | +4.7% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling