+104.7%
TNA vs HUBB
+46.2%
+58.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | -1.1% |
| 7D | -7.3% | -0.1% | -7.2% | -7.2% |
| 30D | -14.2% | -10.0% | -4.2% | -2.4% |
| 3M | -4.6% | -1.6% | -3.0% | -5.2% |
| 6M | +36.9% | -3.1% | +40.0% | +36.1% |
| YTD | +42.5% | +4.6% | +38.0% | +27.4% |
| 1Y | +45.8% | +3.3% | +42.4% | +33.0% |
| 3Y | +104.7% | +46.6% | +58.1% | +25.3% |
| All | +104.7% | +46.2% | +58.5% | +25.3% |
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