-19.7%
TSCO vs HUBB
+46.2%
-65.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | -8.8% | -10.0% | +1.2% | -7.0% |
| 3M | +6.3% | -1.6% | +7.9% | +6.2% |
| 6M | -32.3% | -3.1% | -29.2% | -32.6% |
| YTD | -32.7% | +4.6% | -37.3% | -34.5% |
| 1Y | -43.7% | +3.3% | -47.0% | -45.2% |
| 3Y | -19.7% | +46.6% | -66.2% | -30.7% |
| All | -19.7% | +46.2% | -65.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling