+637.8%
TSEM vs HUBB
+43.6%
+594.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.5% |
| 7D | +0.9% | -1.7% | +2.6% | +2.2% |
| 30D | -16.6% | -12.7% | -4.0% | -7.4% |
| 3M | -10.9% | -2.9% | -8.0% | -7.8% |
| 6M | +78.0% | -4.8% | +82.8% | +85.3% |
| YTD | +77.2% | +2.8% | +74.4% | +76.2% |
| 1Y | +207.6% | +3.5% | +204.0% | +204.7% |
| All | +637.8% | +43.6% | +594.2% | +544.5% |
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