+305.7%
TMUS vs HUBB
+437.4%
-131.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -5.8% | -1.7% | -4.1% | -5.4% |
| 30D | -0.2% | -12.7% | +12.4% | +2.7% |
| 3M | -4.0% | -2.9% | -1.0% | -4.2% |
| 6M | -18.1% | -4.8% | -13.3% | -18.4% |
| YTD | -11.3% | +2.8% | -14.1% | -13.8% |
| 1Y | -24.7% | +3.5% | -28.3% | -27.3% |
| 3Y | +35.4% | +43.5% | -8.2% | +14.1% |
| 5Y | +42.4% | +154.2% | -111.8% | -5.5% |
| All | +305.7% | +437.4% | -131.7% | +87.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling