-44.4%
TOST vs HUBB
+163.1%
-207.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.3% |
| 7D | +4.0% | +1.8% | +2.2% | +2.7% |
| 30D | +11.1% | -6.9% | +17.9% | +14.9% |
| 3M | +0.8% | -13.8% | +14.7% | +8.7% |
| 6M | +38.8% | -9.8% | +48.6% | +42.6% |
| YTD | -2.1% | +0.3% | -2.4% | -10.1% |
| 1Y | -6.0% | -3.3% | -2.7% | -11.3% |
| 3Y | +149.8% | +61.0% | +88.8% | +44.9% |
| 5Y | -42.8% | +128.5% | -171.3% | -80.0% |
| All | -44.4% | +163.1% | -207.5% | -82.0% |
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 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