+309.3%
TEL vs HUBB
+446.9%
-137.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.5% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -0.7% | -10.0% | +9.3% | +5.6% |
| 3M | +2.4% | -1.6% | +4.0% | +2.7% |
| 6M | +4.1% | -3.1% | +7.2% | +4.7% |
| YTD | -5.8% | +4.6% | -10.4% | -9.7% |
| 1Y | +0.9% | +3.3% | -2.5% | -2.8% |
| 3Y | +72.6% | +46.6% | +26.0% | +28.4% |
| 5Y | +57.5% | +158.7% | -101.1% | -22.2% |
| All | +309.3% | +446.9% | -137.5% | +22.4% |
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