+306.1%
TMUS vs HUBB
+440.4%
-134.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -5.3% | +1.1% | -6.4% | -5.5% |
| 30D | +0.1% | -9.6% | +9.7% | +2.2% |
| 3M | -0.6% | -6.2% | +5.6% | -0.1% |
| 6M | -17.5% | -6.2% | -11.4% | -17.5% |
| YTD | -11.3% | +3.4% | -14.6% | -13.8% |
| 1Y | -25.4% | +5.3% | -30.7% | -28.3% |
| 3Y | +35.5% | +44.4% | -8.8% | +14.0% |
| 5Y | +41.9% | +152.4% | -110.5% | -5.5% |
| All | +306.1% | +440.4% | -134.3% | +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 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