+12,702.2%
TSM vs HUBB
+1,945.8%
+10,756.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.5% |
| 7D | +6.2% | +1.8% | +4.4% | +5.2% |
| 30D | -7.3% | -7.7% | +0.4% | -3.0% |
| 3M | -7.1% | -13.6% | +6.4% | +0.6% |
| 6M | +0.2% | -9.1% | +9.4% | +5.5% |
| YTD | +32.2% | -0.7% | +33.0% | +32.6% |
| 1Y | +42.8% | +1.1% | +41.7% | +41.6% |
| 3Y | +330.4% | +56.2% | +274.2% | +237.0% |
| 5Y | +263.9% | +126.6% | +137.3% | +126.3% |
| 10Y | +1,580.2% | +384.6% | +1,195.6% | +548.3% |
| All | +12,702.2% | +1,945.8% | +10,756.3% | +1,703.6% |
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