+308.1%
HUBS vs XME
+421.4%
-113.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -9.0% | -4.2% | -4.8% | -7.3% |
| 30D | +7.2% | -2.7% | +9.9% | +8.1% |
| 3M | +20.9% | -3.9% | +24.8% | +21.5% |
| 6M | -13.0% | -1.0% | -12.1% | -15.5% |
| YTD | -43.8% | +9.8% | -53.7% | -49.2% |
| 1Y | -54.6% | +32.5% | -87.2% | -63.3% |
| 3Y | -58.5% | +124.3% | -182.8% | -75.3% |
| 5Y | -66.4% | +165.8% | -232.2% | -81.8% |
| All | +308.1% | +421.4% | -113.2% | +33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling