+911.5%
TT vs HUBB
+437.4%
+474.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -1.0% | -1.7% | +0.7% | 0.0% |
| 30D | -8.9% | -12.7% | +3.8% | -1.2% |
| 3M | -1.8% | -2.9% | +1.1% | -0.4% |
| 6M | +1.9% | -4.8% | +6.7% | +4.1% |
| YTD | +13.8% | +2.8% | +11.0% | +10.7% |
| 1Y | +6.1% | +3.5% | +2.6% | +2.3% |
| 3Y | +119.6% | +43.5% | +76.0% | +66.5% |
| 5Y | +145.9% | +154.2% | -8.3% | +26.4% |
| All | +911.5% | +437.4% | +474.1% | +208.4% |
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 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