+131.2%
TLT vs HUBB
+2,708.9%
-2,577.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | +0.5% | -1.0% | -0.4% |
| 30D | -0.6% | -10.0% | +9.4% | -1.8% |
| 3M | -2.7% | -4.8% | +2.0% | -3.1% |
| 6M | -5.6% | -5.6% | -0.1% | -6.0% |
| YTD | -2.8% | +4.7% | -7.4% | -1.8% |
| 1Y | -1.4% | +6.7% | -8.1% | -0.1% |
| 3Y | -1.6% | +45.8% | -47.3% | +5.1% |
| 5Y | -33.8% | +145.9% | -179.8% | -22.8% |
| 10Y | -21.1% | +418.6% | -439.7% | +8.0% |
| All | +131.2% | +2,708.9% | -2,577.7% | +346.6% |
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