+3,268.2%
HUBB vs TDY
+7,056.0%
-3,787.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.4% |
| 7D | -0.1% | -1.1% | +1.1% | +0.3% |
| 30D | -10.0% | -12.0% | +2.1% | -6.5% |
| 3M | -1.6% | -3.2% | +1.6% | -0.6% |
| 6M | -3.1% | -7.9% | +4.8% | -0.8% |
| YTD | +4.6% | +18.2% | -13.6% | -0.5% |
| 1Y | +3.3% | +6.7% | -3.3% | +1.2% |
| 3Y | +46.6% | +47.5% | -1.0% | +30.9% |
| 5Y | +158.7% | +39.5% | +119.2% | +133.6% |
| 10Y | +443.5% | +477.2% | -33.7% | +247.4% |
| All | +3,268.2% | +7,056.0% | -3,787.8% | +1,432.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling