+320.5%
TMUS vs HUBB
+1,299.8%
-979.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +0.5% | -0.5% | -0.2% |
| 30D | +5.3% | -10.0% | +15.3% | +9.7% |
| 3M | +3.1% | -4.8% | +7.9% | +3.5% |
| 6M | -16.5% | -5.6% | -10.9% | -16.7% |
| YTD | -9.2% | +4.7% | -13.8% | -14.0% |
| 1Y | -26.5% | +6.7% | -33.2% | -31.6% |
| 3Y | +39.0% | +45.8% | -6.7% | +4.8% |
| 5Y | +40.4% | +145.9% | -105.6% | -22.5% |
| 10Y | +303.7% | +418.6% | -114.9% | +34.0% |
| All | +320.5% | +1,299.8% | -979.4% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling