+10.0%
TSEM vs HUBB
+39,889.9%
-39,879.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +10.4% | +4.8% | +5.6% | +10.4% |
| 30D | -12.9% | -9.3% | -3.6% | -12.8% |
| 3M | -9.2% | -3.9% | -5.3% | -9.1% |
| 6M | +98.8% | -0.8% | +99.6% | +98.9% |
| YTD | +87.2% | +5.6% | +81.6% | +87.2% |
| 1Y | +239.0% | +7.7% | +231.2% | +238.9% |
| 3Y | +679.5% | +47.5% | +632.0% | +677.1% |
| 5Y | +667.3% | +153.7% | +513.6% | +660.7% |
| 10Y | +1,301.0% | +433.0% | +868.0% | +1,280.8% |
| All | +10.0% | +39,889.9% | -39,879.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling