+47.5%
HUBB vs TAP
-31.5%
+78.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.1% |
| 7D | +4.8% | -2.3% | +7.2% | +5.0% |
| 30D | -9.3% | -9.4% | +0.1% | -8.7% |
| 3M | -3.9% | -0.8% | -3.1% | -4.1% |
| 6M | -0.8% | -14.7% | +13.9% | +0.7% |
| YTD | +5.6% | -13.9% | +19.5% | +6.6% |
| 1Y | +7.7% | -18.6% | +26.4% | +9.9% |
| 3Y | +47.5% | -32.0% | +79.5% | +58.9% |
| All | +47.5% | -31.5% | +78.9% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling