+537.0%
TDG vs HUBB
+446.9%
+90.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | -1.9% | -0.1% | -1.8% | -1.8% |
| 30D | -7.7% | -10.0% | +2.3% | -2.2% |
| 3M | -9.3% | -1.6% | -7.7% | -9.6% |
| 6M | -9.4% | -3.1% | -6.3% | -9.8% |
| YTD | -14.3% | +4.6% | -18.8% | -19.1% |
| 1Y | -11.8% | +3.3% | -15.2% | -16.9% |
| 3Y | +52.0% | +46.6% | +5.4% | +8.1% |
| 5Y | +128.8% | +158.7% | -29.8% | +4.0% |
| All | +537.0% | +446.9% | +90.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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