-58.5%
HUBS vs XRT
+41.2%
-99.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.3% |
| 7D | -9.0% | -3.2% | -5.8% | -6.6% |
| 30D | +7.2% | -4.5% | +11.7% | +11.2% |
| 3M | +20.9% | -3.1% | +23.9% | +25.1% |
| 6M | -13.0% | +4.2% | -17.3% | -15.5% |
| YTD | -43.8% | -0.1% | -43.7% | -43.6% |
| 1Y | -54.6% | -3.0% | -51.6% | -53.4% |
| 3Y | -58.5% | +41.8% | -100.3% | -68.1% |
| All | -58.5% | +41.2% | -99.6% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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