+152,497.4%
HUBB vs TAP
+825.0%
+151,672.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.5% | -2.3% | +2.9% | +1.0% |
| 30D | -10.0% | -2.1% | -7.9% | -9.7% |
| 3M | -4.8% | +6.6% | -11.4% | -6.3% |
| 6M | -5.6% | -11.5% | +5.9% | -3.9% |
| YTD | +4.7% | -10.3% | +14.9% | +6.0% |
| 1Y | +6.7% | -14.4% | +21.1% | +8.7% |
| 3Y | +45.8% | -28.3% | +74.0% | +52.6% |
| 5Y | +145.9% | +1.7% | +144.2% | +138.3% |
| 10Y | +418.6% | -49.2% | +467.8% | +450.7% |
| All | +152,497.4% | +825.0% | +151,672.4% | +116,595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling