-3.4%
HUBB vs XME
+5.2%
-8.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | +0.2% | -5.5% | +5.7% | +2.3% |
| 30D | -8.8% | -11.1% | +2.3% | -4.8% |
| 3M | -12.5% | -11.1% | -1.3% | -8.9% |
| 6M | -14.5% | -18.0% | +3.5% | -9.3% |
| YTD | -0.4% | -7.4% | +6.9% | -5.5% |
| 1Y | -3.4% | +6.7% | -10.1% | -15.9% |
| All | -3.4% | +5.2% | -8.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling