+125.1%
TLT vs HUBB
+2,564.2%
-2,439.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | -3.1% | +1.8% | -4.9% | -2.9% |
| 30D | +1.0% | -7.7% | +8.7% | +0.2% |
| 3M | -2.7% | -13.6% | +10.8% | -4.3% |
| 6M | -4.1% | -9.1% | +5.0% | -5.0% |
| YTD | -5.4% | -0.7% | -4.6% | -4.9% |
| 1Y | -7.0% | +1.1% | -8.1% | -6.3% |
| 3Y | +2.8% | +56.2% | -53.3% | +11.1% |
| 5Y | -35.4% | +126.6% | -162.0% | -25.3% |
| 10Y | -13.1% | +384.6% | -397.7% | +18.0% |
| All | +125.1% | +2,564.2% | -2,439.1% | +332.5% |
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