+317.5%
TMUS vs HUBS
+323.9%
-6.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +0.4% | -9.0% | +9.4% | +1.7% |
| 30D | +3.5% | +7.2% | -3.7% | +2.3% |
| 3M | -1.3% | +20.9% | -22.2% | -4.7% |
| 6M | -13.6% | -13.0% | -0.6% | -14.0% |
| YTD | -8.8% | -43.8% | +35.1% | -3.8% |
| 1Y | -22.9% | -54.6% | +31.8% | -16.5% |
| 3Y | +36.7% | -58.5% | +95.2% | +45.4% |
| 5Y | +46.6% | -66.4% | +113.0% | +52.7% |
| All | +317.5% | +323.9% | -6.4% | +138.6% |
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