+45.9%
TEM vs HUBB
+22.7%
+23.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.6% |
| 7D | -9.2% | -1.7% | -7.5% | -7.7% |
| 30D | +5.5% | -12.7% | +18.1% | +18.8% |
| 3M | +18.7% | -2.9% | +21.7% | +18.0% |
| 6M | +15.4% | -4.8% | +20.2% | +11.4% |
| YTD | -0.5% | +2.8% | -3.3% | -14.0% |
| 1Y | -24.8% | +3.5% | -28.4% | -36.0% |
| All | +45.9% | +22.7% | +23.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling