+3,125.8%
TSLA vs HUBB
+381.1%
+2,744.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +8.9% | +1.8% | +7.2% | +7.9% |
| 30D | +6.3% | -7.7% | +14.0% | +11.0% |
| 3M | +14.8% | -13.6% | +28.3% | +24.1% |
| 6M | -12.4% | -9.1% | -3.2% | -8.5% |
| YTD | -13.2% | -0.7% | -12.5% | -15.2% |
| 1Y | -2.9% | +1.1% | -4.0% | -6.5% |
| 3Y | +74.4% | +56.2% | +18.2% | +32.3% |
| 5Y | +13.3% | +126.6% | -113.3% | -31.0% |
| All | +3,125.8% | +381.1% | +2,744.8% | +1,116.4% |
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 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