+437.9%
HUBB vs TAP
-49.9%
+487.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.3% |
| 7D | -0.1% | -3.9% | +3.8% | +1.2% |
| 30D | -10.0% | -5.3% | -4.7% | -8.5% |
| 3M | -1.6% | -3.8% | +2.2% | -1.1% |
| 6M | -3.1% | -11.4% | +8.3% | -0.2% |
| YTD | +4.6% | -13.7% | +18.3% | +8.1% |
| 1Y | +3.3% | -17.2% | +20.5% | +7.9% |
| 3Y | +46.6% | -33.1% | +79.6% | +62.8% |
| 5Y | +158.7% | +0.8% | +157.9% | +136.4% |
| All | +437.9% | -49.9% | +487.8% | +422.7% |
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