+285.0%
TSM vs HUBB
+148.7%
+136.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | +4.8% | +1.1% | +3.7% | +4.1% |
| 30D | +4.0% | -9.6% | +13.6% | +10.3% |
| 3M | +2.0% | -6.2% | +8.2% | +5.8% |
| 6M | +25.5% | -6.2% | +31.6% | +29.6% |
| YTD | +44.0% | +3.4% | +40.7% | +40.8% |
| 1Y | +75.4% | +5.3% | +70.1% | +69.1% |
| 3Y | +406.7% | +44.4% | +362.4% | +314.3% |
| 5Y | +285.0% | +152.4% | +132.6% | +127.9% |
| All | +285.0% | +148.7% | +136.3% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling