+144,634.5%
HUBB vs TXT
+2,196.3%
+142,438.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -7.7% | +13.3% | -21.0% | -11.3% |
| 3M | -13.6% | -5.0% | -8.6% | -12.5% |
| 6M | -9.1% | -8.4% | -0.7% | -7.1% |
| YTD | -0.7% | -4.0% | +3.2% | -0.4% |
| 1Y | +1.1% | +2.8% | -1.7% | -0.6% |
| 3Y | +56.2% | +10.3% | +45.9% | +49.7% |
| 5Y | +126.6% | +9.2% | +117.5% | +116.2% |
| 10Y | +384.6% | +89.6% | +295.0% | +282.7% |
| All | +144,634.5% | +2,196.3% | +142,438.1% | +114,682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling