+240.4%
TPR vs HUBB
+147.2%
+93.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | -23.0% | -10.0% | -13.0% | -19.0% |
| 3M | -12.5% | -4.8% | -7.7% | -11.4% |
| 6M | -21.4% | -5.6% | -15.9% | -20.6% |
| YTD | -3.5% | +4.7% | -8.2% | -8.0% |
| 1Y | +17.4% | +6.7% | +10.7% | +10.6% |
| 3Y | +291.3% | +45.8% | +245.5% | +196.7% |
| All | +240.4% | +147.2% | +93.2% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling