+1,239.7%
TNA vs HUBB
+2,150.0%
-910.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -0.5% |
| 7D | -3.6% | +1.1% | -4.7% | -5.5% |
| 30D | -10.1% | -9.6% | -0.4% | +6.8% |
| 3M | +2.7% | -6.2% | +8.9% | +9.9% |
| 6M | +38.4% | -6.2% | +44.6% | +43.9% |
| YTD | +45.4% | +3.4% | +42.1% | +26.1% |
| 1Y | +55.9% | +5.3% | +50.6% | +30.5% |
| 3Y | +109.8% | +44.4% | +65.5% | -3.4% |
| 5Y | -22.5% | +152.4% | -174.9% | -87.9% |
| 10Y | +87.5% | +437.0% | -349.5% | -91.2% |
| All | +1,239.7% | +2,150.0% | -910.3% | -96.4% |
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