+437.0%
HUBB vs TMF
-86.2%
+523.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -2.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.0% |
| 30D | -9.6% | -1.0% | -8.6% | -9.7% |
| 3M | -6.2% | -11.3% | +5.1% | -7.1% |
| 6M | -6.2% | -22.7% | +16.6% | -8.1% |
| YTD | +3.4% | -17.3% | +20.7% | +1.9% |
| 1Y | +5.3% | -22.5% | +27.8% | +3.3% |
| 3Y | +44.4% | -43.2% | +87.6% | +39.0% |
| 5Y | +152.4% | -88.3% | +240.7% | +90.6% |
| 10Y | +437.0% | -86.0% | +523.1% | +370.9% |
| All | +437.0% | -86.2% | +523.3% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling