+2,079.4%
HUBB vs TMF
-71.6%
+2,151.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.8% |
| 7D | +4.6% | -8.2% | +12.7% | +3.4% |
| 30D | -8.4% | +5.3% | -13.7% | -7.6% |
| 3M | -14.3% | -8.5% | -5.9% | -15.2% |
| 6M | -9.3% | -17.2% | +7.9% | -11.4% |
| YTD | -0.5% | -23.4% | +22.9% | -3.8% |
| 1Y | -2.1% | -30.2% | +28.1% | -6.6% |
| 3Y | +57.2% | -32.9% | +90.2% | +52.3% |
| 5Y | +127.1% | -88.5% | +215.7% | +64.9% |
| 10Y | +385.7% | -82.2% | +467.9% | +325.2% |
| All | +2,079.4% | -71.6% | +2,151.1% | +2,545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling