+59.6%
TXN vs HUBB
+157.3%
-97.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.1% | +3.0% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | -2.9% | -10.0% | +7.1% | +2.2% |
| 3M | -9.1% | -1.6% | -7.5% | -8.2% |
| 6M | +36.6% | -3.1% | +39.7% | +38.6% |
| YTD | +57.5% | +4.6% | +52.9% | +53.8% |
| 1Y | +49.5% | +3.3% | +46.2% | +46.3% |
| 3Y | +76.5% | +46.6% | +30.0% | +42.3% |
| All | +59.6% | +157.3% | -97.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling