+149.7%
XBI vs HUBB
+446.9%
-297.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -4.6% | -0.1% | -4.6% | -4.6% |
| 30D | -2.0% | -10.0% | +8.0% | +2.3% |
| 3M | +17.8% | -1.6% | +19.4% | +17.6% |
| 6M | +23.7% | -3.1% | +26.8% | +23.4% |
| YTD | +28.2% | +4.6% | +23.6% | +23.2% |
| 1Y | +64.0% | +3.3% | +60.6% | +57.8% |
| 3Y | +99.4% | +46.6% | +52.8% | +57.4% |
| 5Y | +19.3% | +158.7% | -139.3% | -30.9% |
| All | +149.7% | +446.9% | -297.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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