+38.8%
TMUS vs HUBB
+48.8%
-10.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -0.3% | +4.8% | -5.1% | 0.0% |
| 30D | +3.1% | -9.3% | +12.4% | +2.7% |
| 3M | +2.4% | -3.9% | +6.3% | +2.2% |
| 6M | -17.1% | -0.8% | -16.2% | -17.3% |
| YTD | -9.1% | +5.6% | -14.6% | -9.6% |
| 1Y | -23.6% | +7.7% | -31.4% | -24.1% |
| 3Y | +38.8% | +47.5% | -8.6% | +34.5% |
| All | +38.8% | +48.8% | -10.0% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling