+279.4%
HUBB vs TXG
+24.6%
+254.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.4% |
| 7D | +1.1% | +9.1% | -8.1% | 0.0% |
| 30D | -9.6% | +14.9% | -24.5% | -11.3% |
| 3M | -6.2% | +120.0% | -126.2% | -15.6% |
| 6M | -6.2% | +221.8% | -228.0% | -20.3% |
| YTD | +3.4% | +312.6% | -309.2% | -15.4% |
| 1Y | +5.3% | +398.4% | -393.1% | -16.8% |
| 3Y | +44.4% | +42.1% | +2.3% | +25.8% |
| 5Y | +152.4% | -63.5% | +215.8% | +141.1% |
| All | +279.4% | +24.6% | +254.7% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling