+376.0%
HUBS vs XLRE
+109.5%
+266.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -9.0% | -1.2% | -7.8% | -8.0% |
| 30D | +7.2% | -2.4% | +9.6% | +9.8% |
| 3M | +20.9% | -2.5% | +23.4% | +24.4% |
| 6M | -13.0% | +4.0% | -17.0% | -16.5% |
| YTD | -43.8% | +9.3% | -53.1% | -48.7% |
| 1Y | -54.6% | +5.6% | -60.2% | -57.3% |
| 3Y | -58.5% | +31.3% | -89.7% | -68.7% |
| 5Y | -66.4% | +9.5% | -76.0% | -69.1% |
| 10Y | +319.2% | +89.0% | +230.2% | +146.1% |
| All | +376.0% | +109.5% | +266.5% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling