+320.5%
TPR vs HUBB
+438.6%
-118.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.3% |
| 7D | -3.4% | +4.8% | -8.2% | -6.5% |
| 30D | -27.3% | -9.3% | -18.0% | -22.4% |
| 3M | -16.2% | -3.9% | -12.4% | -15.5% |
| 6M | -17.9% | -0.8% | -17.1% | -19.9% |
| YTD | -7.1% | +5.6% | -12.7% | -13.9% |
| 1Y | +13.6% | +7.7% | +5.9% | +3.4% |
| 3Y | +293.7% | +47.5% | +246.3% | +163.0% |
| 5Y | +239.1% | +153.7% | +85.4% | +34.7% |
| All | +320.5% | +438.6% | -118.1% | -9.7% |
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 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