+244.6%
TMUS vs HUBB
+396.5%
-151.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +8.2% | +1.2% | +7.0% | +7.9% |
| 30D | +13.4% | -6.4% | +19.8% | +14.7% |
| 3M | -3.0% | -14.4% | +11.3% | -0.1% |
| 6M | -8.8% | -9.0% | +0.2% | -8.1% |
| YTD | -13.8% | +0.7% | -14.6% | -16.1% |
| 1Y | -17.1% | -0.3% | -16.8% | -19.2% |
| 3Y | +22.7% | +59.2% | -36.5% | -0.4% |
| 5Y | +52.8% | +130.2% | -77.4% | +5.2% |
| 10Y | +244.6% | +391.8% | -147.1% | +79.9% |
| All | +244.6% | +396.5% | -151.9% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling