+152.4%
HUBB vs TXT
+13.4%
+139.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | -9.6% | -10.4% | +0.8% | -4.6% |
| 3M | -6.2% | -14.3% | +8.2% | +1.0% |
| 6M | -6.2% | -15.1% | +8.9% | +1.0% |
| YTD | +3.4% | -8.3% | +11.7% | +6.4% |
| 1Y | +5.3% | -0.7% | +6.0% | +3.7% |
| 3Y | +44.4% | +6.0% | +38.4% | +34.9% |
| 5Y | +152.4% | +12.5% | +139.9% | +118.9% |
| All | +152.4% | +13.4% | +139.0% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling