-25.1%
TGT vs HUBB
+157.3%
-182.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -5.2% | -0.1% | -5.2% | -5.2% |
| 30D | +1.2% | -10.0% | +11.1% | +4.4% |
| 3M | +18.4% | -1.6% | +20.0% | +17.7% |
| 6M | +33.4% | -3.1% | +36.5% | +32.4% |
| YTD | +63.8% | +4.6% | +59.2% | +57.1% |
| 1Y | +77.2% | +3.3% | +73.8% | +70.1% |
| 3Y | +41.8% | +46.6% | -4.8% | +14.9% |
| All | -25.1% | +157.3% | -182.4% | -58.3% |
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