+46.6%
TEM vs HUBB
+24.9%
+21.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -1.1% |
| 7D | -8.7% | -0.1% | -8.6% | -8.6% |
| 30D | +8.1% | -10.0% | +18.0% | +18.4% |
| 3M | +19.0% | -1.6% | +20.6% | +16.9% |
| 6M | +12.0% | -3.1% | +15.1% | +6.4% |
| YTD | -0.1% | +4.6% | -4.7% | -14.9% |
| 1Y | -33.5% | +3.3% | -36.9% | -43.0% |
| All | +46.6% | +24.9% | +21.7% | +9.8% |
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