+152.4%
HUBB vs TAP
-0.5%
+152.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +1.1% | -5.1% | +6.2% | +2.0% |
| 30D | -9.6% | -8.4% | -1.2% | -8.3% |
| 3M | -6.2% | -3.9% | -2.3% | -5.9% |
| 6M | -6.2% | -14.4% | +8.2% | -3.7% |
| YTD | +3.4% | -14.7% | +18.1% | +5.7% |
| 1Y | +5.3% | -18.7% | +24.0% | +8.7% |
| 3Y | +44.4% | -32.6% | +77.0% | +55.9% |
| 5Y | +152.4% | -1.4% | +153.8% | +136.5% |
| All | +152.4% | -0.5% | +152.9% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling