+617.0%
TSEM vs HUBB
+148.7%
+468.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -3.6% |
| 7D | +0.9% | -1.7% | +2.6% | +1.9% |
| 30D | -16.6% | -12.7% | -4.0% | -9.7% |
| 3M | -10.9% | -2.9% | -8.0% | -8.4% |
| 6M | +78.0% | -4.8% | +82.8% | +84.4% |
| YTD | +77.2% | +2.8% | +74.4% | +77.7% |
| 1Y | +207.6% | +3.5% | +204.0% | +207.9% |
| 3Y | +637.8% | +43.5% | +594.3% | +564.7% |
| 5Y | +617.0% | +154.2% | +462.8% | +427.4% |
| All | +617.0% | +148.7% | +468.3% | +427.4% |
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