+664.8%
HUBS vs XRT
+134.9%
+529.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.6% | -2.9% |
| 7D | -6.2% | -2.4% | -3.8% | -4.3% |
| 30D | +6.6% | -6.9% | +13.6% | +13.3% |
| 3M | +16.4% | -0.4% | +16.9% | +17.8% |
| 6M | -19.7% | +2.2% | -22.0% | -21.3% |
| YTD | -42.6% | -0.7% | -42.0% | -42.4% |
| 1Y | -54.2% | -2.0% | -52.2% | -53.4% |
| 3Y | -57.1% | +41.0% | -98.2% | -68.5% |
| 5Y | -66.2% | -3.3% | -62.9% | -65.6% |
| 10Y | +328.3% | +124.8% | +203.4% | +90.3% |
| All | +664.8% | +134.9% | +529.9% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling