+23,015.9%
TSLA vs HUBB
+1,489.0%
+21,527.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +3.4% | +4.8% | -1.4% | +0.7% |
| 30D | +12.0% | -9.3% | +21.3% | +18.3% |
| 3M | -10.0% | -3.9% | -6.1% | -8.9% |
| 6M | -7.2% | -0.8% | -6.4% | -8.7% |
| YTD | -18.1% | +5.6% | -23.7% | -22.8% |
| 1Y | +6.3% | +7.7% | -1.5% | -1.3% |
| 3Y | +48.2% | +47.5% | +0.7% | +13.7% |
| 5Y | +46.5% | +153.7% | -107.2% | -19.3% |
| 10Y | +2,698.1% | +433.0% | +2,265.1% | +817.8% |
| All | +23,015.9% | +1,489.0% | +21,527.0% | +2,923.1% |
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