-25.4%
TMUS vs HUBB
+5.9%
-31.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.9% |
| 7D | -5.3% | +1.1% | -6.4% | -5.1% |
| 30D | +0.1% | -9.6% | +9.7% | -2.2% |
| 3M | -0.6% | -6.2% | +5.6% | -1.8% |
| 6M | -17.5% | -6.2% | -11.4% | -18.0% |
| YTD | -11.3% | +3.4% | -14.6% | -9.9% |
| 1Y | -25.4% | +5.3% | -30.7% | -23.7% |
| All | -25.4% | +5.9% | -31.2% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling