+66.6%
TEL vs HUBB
+43.6%
+23.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -2.3% | -1.7% | -0.6% | -1.5% |
| 30D | -6.1% | -12.7% | +6.6% | +0.2% |
| 3M | +1.7% | -2.9% | +4.6% | +2.6% |
| 6M | +1.6% | -4.8% | +6.4% | +2.9% |
| YTD | -9.1% | +2.8% | -11.8% | -11.2% |
| 1Y | -1.7% | +3.5% | -5.2% | -4.4% |
| All | +66.6% | +43.6% | +23.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling