+2,664.3%
TSLA vs HUBB
+446.9%
+2,217.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +11.6% | -10.0% | +21.5% | +18.0% |
| 3M | -8.4% | -1.6% | -6.8% | -8.6% |
| 6M | -10.4% | -3.1% | -7.3% | -10.6% |
| YTD | -18.7% | +4.6% | -23.3% | -22.8% |
| 1Y | -0.9% | +3.3% | -4.3% | -5.6% |
| 3Y | +33.6% | +46.6% | -13.0% | +4.6% |
| 5Y | +48.9% | +158.7% | -109.8% | -14.8% |
| All | +2,664.3% | +446.9% | +2,217.4% | +988.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling