+1,487.3%
HUBB vs XME
+244.0%
+1,243.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -9.6% | +1.4% | -11.0% | -10.3% |
| 3M | -6.2% | +2.7% | -8.9% | -7.6% |
| 6M | -6.2% | +6.5% | -12.7% | -9.9% |
| YTD | +3.4% | +15.2% | -11.8% | -4.6% |
| 1Y | +5.3% | +43.5% | -38.2% | -12.2% |
| 3Y | +44.4% | +135.9% | -91.5% | -4.0% |
| 5Y | +152.4% | +181.5% | -29.1% | +49.4% |
| 10Y | +437.0% | +436.9% | +0.2% | +128.0% |
| All | +1,487.3% | +244.0% | +1,243.3% | +564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling