+80.5%
TSEM vs HUBB
-4.0%
+84.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.3% | -6.1% |
| 7D | -23.1% | +0.2% | -23.3% | -23.0% |
| 30D | -40.4% | -8.8% | -31.6% | -33.8% |
| 3M | -37.9% | -12.5% | -25.4% | -28.1% |
| 6M | -30.8% | -14.5% | -16.3% | -17.2% |
| YTD | +26.7% | -0.4% | +27.2% | +23.3% |
| 1Y | +80.5% | -3.4% | +83.9% | +87.7% |
| All | +80.5% | -4.0% | +84.5% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling