-6.8%
TSN vs HUBB
+446.9%
-453.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -4.2% | -10.0% | +5.8% | -1.8% |
| 3M | -3.9% | -1.6% | -2.3% | -4.2% |
| 6M | -9.8% | -3.1% | -6.8% | -10.2% |
| YTD | -7.3% | +4.6% | -11.9% | -9.8% |
| 1Y | -2.2% | +3.3% | -5.6% | -4.9% |
| 3Y | +11.9% | +46.6% | -34.7% | -6.3% |
| 5Y | -16.9% | +158.7% | -175.6% | -45.6% |
| All | -6.8% | +446.9% | -453.7% | -54.6% |
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 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