-45.7%
TOST vs HUBB
+174.5%
-220.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +0.5% | -4.0% | -3.7% |
| 30D | -2.4% | -10.0% | +7.6% | +3.5% |
| 3M | +34.6% | -4.8% | +39.4% | +35.6% |
| 6M | +15.2% | -5.6% | +20.8% | +14.2% |
| YTD | -4.4% | +4.7% | -9.1% | -13.5% |
| 1Y | -17.4% | +6.7% | -24.1% | -26.8% |
| 3Y | +54.5% | +45.8% | +8.7% | -0.3% |
| All | -45.7% | +174.5% | -220.2% | -82.7% |
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