+376.9%
HUBB vs TAP
-46.0%
+422.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.2% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | -7.7% | +5.7% | -13.4% | -9.8% |
| 3M | -13.6% | -1.9% | -11.7% | -13.7% |
| 6M | -9.1% | +0.9% | -10.1% | -10.7% |
| YTD | -0.7% | -9.5% | +8.8% | +0.4% |
| 1Y | +1.1% | -9.0% | +10.0% | +1.8% |
| 3Y | +56.2% | -22.2% | +78.4% | +63.2% |
| 5Y | +126.6% | +1.2% | +125.4% | +106.8% |
| All | +376.9% | -46.0% | +422.9% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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