+1,672.6%
TSM vs HUBB
+382.2%
+1,290.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | +14.8% | +4.6% | +10.3% | +12.2% |
| 30D | -8.9% | -8.4% | -0.5% | -4.4% |
| 3M | -5.3% | -14.3% | +9.1% | +2.9% |
| 6M | +2.6% | -9.3% | +11.9% | +8.0% |
| YTD | +34.5% | -0.5% | +35.0% | +34.9% |
| 1Y | +41.0% | -2.1% | +43.1% | +42.5% |
| 3Y | +333.1% | +57.2% | +275.9% | +247.9% |
| 5Y | +270.1% | +127.1% | +143.0% | +143.3% |
| All | +1,672.6% | +382.2% | +1,290.5% | +738.3% |
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