+65.1%
TNA vs HUBB
+8.5%
+56.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.6% |
| 30D | -4.9% | -10.0% | +5.1% | +5.0% |
| 3M | +0.4% | -4.8% | +5.1% | +3.2% |
| 6M | +32.5% | -5.6% | +38.1% | +32.9% |
| YTD | +53.7% | +4.7% | +49.1% | +34.6% |
| 1Y | +65.1% | +6.7% | +58.4% | +38.2% |
| All | +65.1% | +8.5% | +56.7% | +38.2% |
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