+283.9%
HUBB vs TXG
+27.0%
+256.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +1.4% |
| 7D | -0.1% | +9.5% | -9.6% | -1.2% |
| 30D | -10.0% | +18.8% | -28.7% | -12.0% |
| 3M | -1.6% | +136.1% | -137.7% | -12.3% |
| 6M | -3.1% | +235.2% | -238.3% | -18.1% |
| YTD | +4.6% | +320.5% | -316.0% | -14.6% |
| 1Y | +3.3% | +425.2% | -421.8% | -18.9% |
| 3Y | +46.6% | +42.9% | +3.7% | +27.6% |
| 5Y | +158.7% | -62.8% | +221.5% | +146.6% |
| All | +283.9% | +27.0% | +256.9% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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