+59.6%
TXN vs HUBS
-66.4%
+126.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.7% |
| 7D | +4.0% | -9.0% | +13.0% | +5.1% |
| 30D | -2.9% | +7.2% | -10.1% | -4.1% |
| 3M | -9.1% | +20.9% | -30.0% | -12.8% |
| 6M | +36.6% | -13.0% | +49.7% | +35.3% |
| YTD | +57.5% | -43.8% | +101.3% | +69.4% |
| 1Y | +49.5% | -54.6% | +104.2% | +67.6% |
| 3Y | +76.5% | -58.5% | +135.0% | +96.1% |
| All | +59.6% | -66.4% | +126.0% | +68.5% |
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