+5.3%
HUBB vs TMF
-23.1%
+28.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -9.6% | -1.0% | -8.6% | -9.4% |
| 3M | -6.2% | -11.3% | +5.1% | -3.9% |
| 6M | -6.2% | -22.7% | +16.6% | -2.8% |
| YTD | +3.4% | -17.3% | +20.7% | +7.0% |
| 1Y | +5.3% | -22.5% | +27.8% | +7.2% |
| All | +5.3% | -23.1% | +28.4% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling