+93.0%
TFC vs HUBB
+44.4%
+48.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | -2.3% | -9.6% | +7.3% | +1.1% |
| 3M | +2.5% | -6.2% | +8.6% | +3.7% |
| 6M | +9.5% | -6.2% | +15.6% | +10.0% |
| YTD | +5.1% | +3.4% | +1.7% | +1.0% |
| 1Y | +15.5% | +5.3% | +10.1% | +9.5% |
| All | +93.0% | +44.4% | +48.6% | +54.1% |
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 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