+386.2%
HUBB vs TMF
-82.2%
+468.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -1.2% |
| 7D | -2.6% | -1.1% | -1.5% | -2.6% |
| 30D | -7.7% | +11.8% | -19.5% | -6.8% |
| 3M | -13.0% | -4.0% | -9.0% | -13.2% |
| 6M | -10.6% | -16.5% | +6.0% | -11.7% |
| YTD | -0.6% | -19.9% | +19.4% | -2.1% |
| 1Y | -4.1% | -25.6% | +21.4% | -6.2% |
| 3Y | +57.2% | -29.9% | +87.0% | +55.2% |
| 5Y | +127.2% | -88.2% | +215.4% | +72.0% |
| 10Y | +386.2% | -81.7% | +467.9% | +331.4% |
| All | +386.2% | -82.2% | +468.4% | +331.4% |
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