+159.4%
HUBB vs TDY
+39.0%
+120.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.1% |
| 7D | -0.1% | -1.1% | +1.1% | +0.6% |
| 30D | -10.0% | -12.0% | +2.1% | -3.2% |
| 3M | -1.6% | -3.2% | +1.6% | +0.2% |
| 6M | -3.1% | -7.9% | +4.8% | +1.1% |
| YTD | +4.6% | +18.2% | -13.6% | -5.5% |
| 1Y | +3.3% | +6.7% | -3.3% | -1.2% |
| 3Y | +46.6% | +47.5% | -1.0% | +16.6% |
| All | +159.4% | +39.0% | +120.3% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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