+10.6%
TMO vs HUBS
-66.4%
+77.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -9.0% | +8.3% | +0.7% |
| 30D | +1.1% | +7.2% | -6.1% | -0.3% |
| 3M | +28.3% | +20.9% | +7.5% | +22.7% |
| 6M | +23.3% | -13.0% | +36.3% | +22.7% |
| YTD | +5.5% | -43.8% | +49.3% | +12.7% |
| 1Y | +24.5% | -54.6% | +79.2% | +37.3% |
| 3Y | +19.6% | -58.5% | +78.0% | +29.9% |
| All | +10.6% | -66.4% | +77.0% | +12.8% |
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