+420.2%
HUBB vs TRU
+226.0%
+194.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +1.1% | -6.5% | +7.6% | +3.3% |
| 30D | -9.6% | -2.5% | -7.1% | -9.1% |
| 3M | -6.2% | +10.4% | -16.5% | -10.6% |
| 6M | -6.2% | +1.6% | -7.8% | -8.7% |
| YTD | +3.4% | -9.7% | +13.1% | +3.8% |
| 1Y | +5.3% | -17.3% | +22.6% | +8.7% |
| 3Y | +44.4% | -1.8% | +46.2% | +34.2% |
| 5Y | +152.4% | -36.2% | +188.6% | +173.7% |
| 10Y | +437.0% | +143.2% | +293.8% | +270.9% |
| All | +420.2% | +226.0% | +194.2% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling