+741.5%
TT vs HUBB
+396.5%
+345.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | +3.5% | +1.2% | +2.3% | +2.8% |
| 30D | -11.0% | -6.4% | -4.6% | -7.5% |
| 3M | -12.0% | -14.4% | +2.4% | -3.6% |
| 6M | -10.4% | -9.0% | -1.5% | -5.7% |
| YTD | +9.9% | +0.7% | +9.2% | +8.1% |
| 1Y | +1.5% | -0.3% | +1.7% | +0.2% |
| 3Y | +93.7% | +59.2% | +34.5% | +37.7% |
| 5Y | +139.2% | +130.2% | +9.0% | +31.2% |
| 10Y | +741.5% | +391.8% | +349.7% | +187.5% |
| All | +741.5% | +396.5% | +345.0% | +187.5% |
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