+2,604.8%
TFC vs HUBB
+144,965.7%
-142,360.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | +0.1% | +4.6% | -4.5% | 0.0% |
| 30D | +8.6% | -8.4% | +17.0% | +8.8% |
| 3M | -4.3% | -14.3% | +10.0% | -4.1% |
| 6M | +5.4% | -9.3% | +14.8% | +5.6% |
| YTD | +4.5% | -0.5% | +5.0% | +4.5% |
| 1Y | +14.0% | -2.1% | +16.1% | +14.0% |
| 3Y | +93.4% | +57.2% | +36.1% | +91.9% |
| 5Y | +0.5% | +127.1% | -126.7% | -0.8% |
| 10Y | +77.7% | +385.7% | -308.0% | +73.9% |
| All | +2,604.8% | +144,965.7% | -142,360.9% | +3,487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling