+459.4%
TTMI vs HUBB
+4,067.3%
-3,607.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.3% |
| 7D | +12.2% | +4.8% | +7.3% | +8.2% |
| 30D | -5.7% | -9.3% | +3.6% | +1.9% |
| 3M | -27.5% | -3.9% | -23.6% | -24.7% |
| 6M | +47.1% | -0.8% | +48.0% | +49.7% |
| YTD | +87.5% | +5.6% | +81.9% | +83.6% |
| 1Y | +175.2% | +7.7% | +167.5% | +168.5% |
| 3Y | +901.9% | +47.5% | +854.5% | +650.4% |
| 5Y | +843.5% | +153.7% | +689.8% | +350.6% |
| 10Y | +1,077.0% | +433.0% | +644.0% | +190.9% |
| All | +459.4% | +4,067.3% | -3,607.9% | -77.9% |
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