+191.1%
TRI vs HUBB
+446.9%
-255.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -4.5% | -10.0% | +5.5% | -2.4% |
| 3M | +22.1% | -1.6% | +23.7% | +21.3% |
| 6M | -2.8% | -3.1% | +0.3% | -4.0% |
| YTD | -23.4% | +4.6% | -28.0% | -26.3% |
| 1Y | -41.5% | +3.3% | -44.9% | -43.8% |
| 3Y | -19.2% | +46.6% | -65.8% | -32.3% |
| 5Y | -9.4% | +158.7% | -168.1% | -38.6% |
| All | +191.1% | +446.9% | -255.8% | +49.1% |
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