-45.4%
TOST vs HUBB
+164.2%
-209.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.0% |
| 7D | -3.6% | +1.2% | -4.8% | -4.4% |
| 30D | +8.9% | -6.4% | +15.3% | +12.4% |
| 3M | -2.2% | -14.4% | +12.2% | +5.9% |
| 6M | +41.0% | -9.0% | +49.9% | +43.9% |
| YTD | -4.0% | +0.7% | -4.7% | -12.0% |
| 1Y | -9.6% | -0.3% | -9.3% | -16.6% |
| 3Y | +141.7% | +59.2% | +82.5% | +41.8% |
| 5Y | -29.5% | +130.2% | -159.7% | -75.5% |
| All | -45.4% | +164.2% | -209.7% | -82.4% |
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 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