+47.6%
TSLA vs HUBS
-66.4%
+114.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.2% | -9.0% | +12.2% | +6.5% |
| 30D | +11.6% | +7.2% | +4.3% | +8.2% |
| 3M | -8.4% | +20.9% | -29.3% | -17.4% |
| 6M | -10.4% | -13.0% | +2.6% | -12.8% |
| YTD | -18.7% | -43.8% | +25.1% | -6.3% |
| 1Y | -0.9% | -54.6% | +53.7% | +24.0% |
| 3Y | +33.6% | -58.5% | +92.0% | +69.4% |
| All | +47.6% | -66.4% | +114.0% | +67.9% |
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