-1.1%
TLT vs HUBB
+48.8%
-49.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.4% | +4.8% | -4.4% | +0.2% |
| 30D | -0.3% | -9.3% | +9.0% | 0.0% |
| 3M | -1.7% | -3.9% | +2.2% | -1.6% |
| 6M | -4.9% | -0.8% | -4.1% | -4.9% |
| YTD | -2.8% | +5.6% | -8.4% | -3.0% |
| 1Y | -4.2% | +7.7% | -11.9% | -4.4% |
| 3Y | -1.1% | +47.5% | -48.6% | -7.4% |
| All | -1.1% | +48.8% | -49.9% | -7.4% |
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