+1,124.0%
TTMI vs HUBB
+446.9%
+677.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.1% |
| 7D | +0.7% | -0.1% | +0.7% | +0.8% |
| 30D | -8.4% | -10.0% | +1.5% | -1.1% |
| 3M | -32.5% | -1.6% | -30.9% | -31.0% |
| 6M | +32.5% | -3.1% | +35.6% | +36.7% |
| YTD | +83.2% | +4.6% | +78.7% | +81.8% |
| 1Y | +161.7% | +3.3% | +158.3% | +164.2% |
| 3Y | +890.1% | +46.6% | +843.6% | +687.6% |
| 5Y | +832.4% | +158.7% | +673.8% | +404.4% |
| All | +1,124.0% | +446.9% | +677.1% | +289.6% |
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