+2.8%
TLT vs HUBB
+57.0%
-54.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.1% | +1.8% | -4.9% | -3.1% |
| 30D | +1.0% | -7.7% | +8.7% | +1.3% |
| 3M | -2.7% | -13.6% | +10.8% | -2.3% |
| 6M | -4.1% | -9.1% | +5.0% | -4.0% |
| YTD | -5.4% | -0.7% | -4.6% | -5.3% |
| 1Y | -7.0% | +1.1% | -8.1% | -7.0% |
| 3Y | +2.8% | +56.2% | -53.3% | -2.0% |
| All | +2.8% | +57.0% | -54.2% | -2.0% |
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