+13,634.3%
TSM vs HUBB
+2,057.0%
+11,577.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | +0.5% | +2.2% | +2.4% |
| 30D | +3.6% | -10.0% | +13.6% | +9.6% |
| 3M | -3.4% | -4.8% | +1.4% | -0.8% |
| 6M | +20.6% | -5.6% | +26.2% | +23.9% |
| YTD | +41.9% | +4.7% | +37.2% | +38.0% |
| 1Y | +84.4% | +6.7% | +77.7% | +77.0% |
| 3Y | +380.2% | +45.8% | +334.5% | +287.1% |
| 5Y | +275.3% | +145.9% | +129.4% | +122.7% |
| 10Y | +1,751.4% | +418.6% | +1,332.8% | +586.6% |
| All | +13,634.3% | +2,057.0% | +11,577.4% | +1,777.4% |
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 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