+130.0%
HUBB vs TAP
-1.1%
+131.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.2% | -8.0% | +9.2% | +2.5% |
| 30D | -6.4% | +4.1% | -10.5% | -7.3% |
| 3M | -14.4% | -4.4% | -10.0% | -14.0% |
| 6M | -9.0% | -1.9% | -7.0% | -9.3% |
| YTD | +0.7% | -12.1% | +12.8% | +2.1% |
| 1Y | -0.3% | -12.0% | +11.8% | +0.9% |
| 3Y | +59.2% | -25.0% | +84.2% | +66.5% |
| All | +130.0% | -1.1% | +131.1% | +116.8% |
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