+55.1%
HUBB vs TLN
+733.8%
-678.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.8% |
| 7D | +4.6% | +22.3% | -17.7% | -0.5% |
| 30D | -8.4% | +1.2% | -9.5% | -8.9% |
| 3M | -14.3% | +5.9% | -20.3% | -16.2% |
| 6M | -9.3% | +3.2% | -12.5% | -11.3% |
| YTD | -0.5% | +3.2% | -3.7% | -4.1% |
| 1Y | -2.1% | +5.2% | -7.3% | -6.3% |
| 3Y | +57.2% | +606.3% | -549.0% | -6.6% |
| All | +55.1% | +733.8% | -678.7% | -6.0% |
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