+19.6%
TMO vs HUBB
+46.2%
-26.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +1.1% | -10.0% | +11.1% | +3.4% |
| 3M | +28.3% | -1.6% | +29.9% | +27.9% |
| 6M | +23.3% | -3.1% | +26.3% | +22.4% |
| YTD | +5.5% | +4.6% | +0.9% | +2.0% |
| 1Y | +24.5% | +3.3% | +21.2% | +20.6% |
| 3Y | +19.6% | +46.6% | -27.0% | +5.1% |
| All | +19.6% | +46.2% | -26.6% | +5.1% |
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