+10.6%
TMO vs HUBB
+157.3%
-146.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | +1.1% | -10.0% | +11.1% | +4.0% |
| 3M | +28.3% | -1.6% | +29.9% | +27.9% |
| 6M | +23.3% | -3.1% | +26.3% | +22.5% |
| YTD | +5.5% | +4.6% | +0.9% | +1.7% |
| 1Y | +24.5% | +3.3% | +21.2% | +20.2% |
| 3Y | +19.6% | +46.6% | -27.0% | -0.7% |
| All | +10.6% | +157.3% | -146.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling