-44.5%
TOST vs HUBB
+155.9%
-200.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.8% |
| 7D | +9.4% | +1.7% | +7.8% | +8.1% |
| 30D | +13.5% | -9.7% | +23.2% | +19.5% |
| 3M | -0.1% | -15.2% | +15.0% | +8.6% |
| 6M | +22.5% | -14.0% | +36.5% | +29.4% |
| YTD | -2.4% | -2.4% | +0.1% | -8.9% |
| 1Y | -4.7% | -5.8% | +1.1% | -8.8% |
| 3Y | +103.2% | +60.4% | +42.8% | +17.0% |
| 5Y | -41.2% | +125.4% | -166.7% | -79.3% |
| All | -44.5% | +155.9% | -200.4% | -81.8% |
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 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