-46.7%
TOST vs HUBB
+176.9%
-223.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | -0.9% | +4.8% | -5.7% | -3.7% |
| 30D | -3.5% | -9.3% | +5.8% | +2.0% |
| 3M | +38.1% | -3.9% | +42.0% | +38.4% |
| 6M | +9.9% | -0.8% | +10.7% | +5.5% |
| YTD | -6.3% | +5.6% | -11.8% | -15.6% |
| 1Y | -18.3% | +7.7% | -26.0% | -28.1% |
| 3Y | +59.7% | +47.5% | +12.3% | +2.5% |
| All | -46.7% | +176.9% | -223.6% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling