+642.7%
HUBS vs XYL
+260.0%
+382.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.2% |
| 7D | -12.4% | -1.2% | -11.1% | -11.7% |
| 30D | +1.4% | -13.2% | +14.6% | +11.1% |
| 3M | +16.0% | -0.2% | +16.1% | +16.0% |
| 6M | -17.0% | -12.5% | -4.5% | -10.6% |
| YTD | -44.3% | -20.9% | -23.4% | -36.3% |
| 1Y | -54.3% | -21.6% | -32.7% | -47.6% |
| 3Y | -58.4% | +16.1% | -74.5% | -65.0% |
| 5Y | -66.7% | -15.6% | -51.1% | -65.4% |
| 10Y | +315.9% | +147.7% | +168.2% | +93.6% |
| All | +642.7% | +260.0% | +382.7% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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