+357.0%
TPR vs HUBB
+382.2%
-25.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -1.1% | +4.6% | -5.7% | -4.2% |
| 30D | +15.1% | -8.4% | +23.5% | +21.1% |
| 3M | -13.4% | -14.3% | +0.9% | -4.9% |
| 6M | +1.4% | -9.3% | +10.7% | +4.9% |
| YTD | +4.8% | -0.5% | +5.3% | 0.0% |
| 1Y | +29.2% | -2.1% | +31.3% | +24.6% |
| 3Y | +403.7% | +57.2% | +346.5% | +215.1% |
| 5Y | +230.8% | +127.1% | +103.7% | +41.9% |
| All | +357.0% | +382.2% | -25.2% | +7.6% |
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