+159.4%
HUBB vs TKO
+291.2%
-131.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.1% | +2.3% | -2.4% | -0.5% |
| 30D | -10.0% | -2.5% | -7.5% | -9.7% |
| 3M | -1.6% | -10.6% | +9.0% | 0.0% |
| 6M | -3.1% | -5.1% | +2.0% | -2.9% |
| YTD | +4.6% | -8.2% | +12.8% | +5.3% |
| 1Y | +3.3% | -4.4% | +7.8% | +3.0% |
| 3Y | +46.6% | +100.4% | -53.8% | +27.9% |
| All | +159.4% | +291.2% | -131.9% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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