-3.4%
HUBB vs TRU
+2.1%
-5.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.0% | -2.3% |
| 7D | +0.2% | +10.5% | -10.3% | +0.6% |
| 30D | -8.8% | +28.7% | -37.5% | -8.0% |
| 3M | -12.5% | +0.7% | -13.1% | -12.4% |
| 6M | -14.5% | +19.3% | -33.9% | -14.3% |
| YTD | -0.4% | -3.7% | +3.3% | +1.8% |
| 1Y | -3.4% | +3.4% | -6.9% | -4.7% |
| All | -3.4% | +2.1% | -5.6% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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