+1,732.6%
HUBB vs TCOM
+2,658.7%
-926.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +4.8% | -7.6% | +12.5% | +6.1% |
| 30D | -9.3% | -12.2% | +2.9% | -7.5% |
| 3M | -3.9% | -14.2% | +10.3% | -2.0% |
| 6M | -0.8% | -25.0% | +24.2% | +3.2% |
| YTD | +5.6% | -43.7% | +49.3% | +14.7% |
| 1Y | +7.7% | -44.5% | +52.3% | +17.2% |
| 3Y | +47.5% | +13.4% | +34.0% | +38.9% |
| 5Y | +153.7% | +26.5% | +127.2% | +121.9% |
| 10Y | +433.0% | -10.3% | +443.3% | +369.4% |
| All | +1,732.6% | +2,658.7% | -926.0% | +863.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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