+14.5%
TFC vs HUBB
+148.7%
-134.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +2.5% | -6.2% | +8.6% | +4.0% |
| 6M | +9.5% | -6.2% | +15.6% | +10.3% |
| YTD | +5.1% | +3.4% | +1.7% | +0.9% |
| 1Y | +15.5% | +5.3% | +10.1% | +9.4% |
| 3Y | +95.2% | +44.4% | +50.8% | +54.0% |
| 5Y | +14.5% | +152.4% | -137.9% | -33.1% |
| All | +14.5% | +148.7% | -134.2% | -33.1% |
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