+151.1%
TOST vs HUBB
+57.0%
+94.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | 0.0% | +1.8% | -1.7% | -0.7% |
| 30D | +16.2% | -7.7% | +23.9% | +19.4% |
| 3M | -1.5% | -13.6% | +12.0% | +3.7% |
| 6M | +55.3% | -9.1% | +64.4% | +57.3% |
| YTD | -2.3% | -0.7% | -1.6% | -8.9% |
| 1Y | -5.5% | +1.1% | -6.6% | -13.0% |
| 3Y | +151.1% | +56.2% | +94.9% | +61.0% |
| All | +151.1% | +57.0% | +94.1% | +61.0% |
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