+43.0%
TMUS vs HUBB
+154.5%
-111.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -0.3% | +4.8% | -5.1% | -0.6% |
| 30D | +3.1% | -9.3% | +12.4% | +3.8% |
| 3M | +2.4% | -3.9% | +6.3% | +2.3% |
| 6M | -17.1% | -0.8% | -16.2% | -17.7% |
| YTD | -9.1% | +5.6% | -14.6% | -10.7% |
| 1Y | -23.6% | +7.7% | -31.4% | -25.4% |
| 3Y | +38.8% | +47.5% | -8.6% | +24.4% |
| 5Y | +43.0% | +153.7% | -110.7% | +2.1% |
| All | +43.0% | +154.5% | -111.6% | +2.1% |
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