-53.1%
TE vs HUBB
+255.6%
-308.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -5.9% | -10.0% | +4.0% | +0.3% |
| 3M | -45.6% | -1.6% | -44.0% | -43.9% |
| 6M | -43.4% | -3.1% | -40.3% | -41.4% |
| YTD | -31.0% | +4.6% | -35.6% | -30.9% |
| 1Y | +145.2% | +3.3% | +141.9% | +147.5% |
| 3Y | -24.1% | +46.6% | -70.6% | -31.2% |
| 5Y | -48.1% | +158.7% | -206.8% | -58.4% |
| All | -53.1% | +255.6% | -308.6% | -63.1% |
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