+8,096.9%
TMO vs HUBB
+149,745.0%
-141,648.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -2.5% | -1.7% | -0.8% | -2.4% |
| 30D | -0.3% | -12.7% | +12.4% | -0.1% |
| 3M | +25.3% | -2.9% | +28.2% | +25.3% |
| 6M | +20.9% | -4.8% | +25.6% | +20.9% |
| YTD | +4.3% | +2.8% | +1.5% | +4.2% |
| 1Y | +27.0% | +3.5% | +23.5% | +26.9% |
| 3Y | +17.5% | +43.5% | -26.0% | +16.9% |
| 5Y | +6.9% | +154.2% | -147.2% | +5.6% |
| 10Y | +332.0% | +434.0% | -102.1% | +323.1% |
| All | +8,096.9% | +149,745.0% | -141,648.1% | +8,251.1% |
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 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