-48.5%
TE vs HUBB
+258.9%
-307.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.5% |
| 7D | +18.2% | +4.8% | +13.4% | +15.1% |
| 30D | -13.5% | -9.3% | -4.2% | -8.0% |
| 3M | -44.6% | -3.9% | -40.7% | -42.1% |
| 6M | -24.7% | -0.8% | -23.9% | -23.2% |
| YTD | -24.3% | +5.6% | -29.8% | -24.5% |
| 1Y | +155.6% | +7.7% | +147.8% | +152.3% |
| 3Y | -18.3% | +47.5% | -65.7% | -26.4% |
| 5Y | -41.3% | +153.7% | -195.0% | -53.2% |
| All | -48.5% | +258.9% | -307.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling