+329.9%
HUBB vs TW
+206.7%
+123.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.1% |
| 30D | -10.0% | -2.3% | -7.7% | -9.5% |
| 3M | -1.6% | +2.6% | -4.2% | -3.2% |
| 6M | -3.1% | -17.5% | +14.5% | +1.4% |
| YTD | +4.6% | -5.3% | +9.9% | +4.5% |
| 1Y | +3.3% | -14.8% | +18.1% | +6.5% |
| 3Y | +46.6% | +18.8% | +27.7% | +32.6% |
| 5Y | +158.7% | +20.7% | +138.0% | +127.9% |
| All | +329.9% | +206.7% | +123.2% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling