+61.1%
HUBB vs TLN
+589.3%
-528.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +1.1% | +5.8% | -4.8% | -0.3% |
| 30D | -9.6% | -6.9% | -2.8% | -8.2% |
| 3M | -6.2% | -10.9% | +4.7% | -3.9% |
| 6M | -6.2% | -4.6% | -1.5% | -6.4% |
| YTD | +3.4% | -14.7% | +18.1% | +5.1% |
| 1Y | +5.3% | -17.9% | +23.2% | +7.4% |
| 3Y | +44.4% | +483.9% | -439.5% | -9.2% |
| All | +61.1% | +589.3% | -528.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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