-58.5%
HUBS vs XLRE
+31.2%
-89.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -9.0% | -1.2% | -7.8% | -8.3% |
| 30D | +7.2% | -2.4% | +9.6% | +8.9% |
| 3M | +20.9% | -2.5% | +23.4% | +23.3% |
| 6M | -13.0% | +4.0% | -17.0% | -15.2% |
| YTD | -43.8% | +9.3% | -53.1% | -47.1% |
| 1Y | -54.6% | +5.6% | -60.2% | -56.3% |
| 3Y | -58.5% | +31.3% | -89.7% | -65.3% |
| All | -58.5% | +31.2% | -89.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling