+48.7%
TMUS vs HUBB
+126.5%
-77.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +9.5% | -2.6% | +12.1% | +9.6% |
| 30D | +13.8% | -7.7% | +21.5% | +14.3% |
| 3M | -4.6% | -13.0% | +8.5% | -3.8% |
| 6M | -11.7% | -10.6% | -1.1% | -11.5% |
| YTD | -15.4% | -0.6% | -14.8% | -16.6% |
| 1Y | -16.1% | -4.1% | -12.0% | -17.0% |
| 3Y | +20.5% | +57.2% | -36.7% | +5.3% |
| 5Y | +48.7% | +127.2% | -78.4% | +12.1% |
| All | +48.7% | +126.5% | -77.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling