+154.2%
HUBB vs TMF
-88.5%
+242.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.4% |
| 7D | -1.7% | -4.8% | +3.1% | -1.5% |
| 30D | -12.7% | -4.9% | -7.8% | -12.5% |
| 3M | -2.9% | -13.4% | +10.5% | -2.5% |
| 6M | -4.8% | -23.0% | +18.3% | -4.0% |
| YTD | +2.8% | -20.2% | +23.0% | +3.5% |
| 1Y | +3.5% | -26.5% | +30.0% | +4.4% |
| 3Y | +43.5% | -45.2% | +88.7% | +44.4% |
| 5Y | +154.2% | -88.4% | +242.6% | +140.0% |
| All | +154.2% | -88.5% | +242.7% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling