-20.8%
TLT vs HUBB
+437.4%
-458.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -1.6% | -1.7% | +0.1% | -1.7% |
| 30D | -1.3% | -12.7% | +11.3% | -2.1% |
| 3M | -3.7% | -2.9% | -0.8% | -3.8% |
| 6M | -6.4% | -4.8% | -1.6% | -6.4% |
| YTD | -4.5% | +2.8% | -7.2% | -4.0% |
| 1Y | -5.9% | +3.5% | -9.4% | -5.3% |
| 3Y | -2.8% | +43.5% | -46.3% | +1.1% |
| 5Y | -35.1% | +154.2% | -189.3% | -26.9% |
| All | -20.8% | +437.4% | -458.2% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling