+164.2%
XLB vs HUBB
+381.1%
-216.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +1.8% | -1.2% | -0.3% |
| 30D | +5.2% | -7.7% | +12.8% | +8.6% |
| 3M | +0.3% | -13.6% | +13.9% | +6.6% |
| 6M | +1.2% | -9.1% | +10.3% | +4.0% |
| YTD | +16.6% | -0.7% | +17.4% | +13.7% |
| 1Y | +21.4% | +1.1% | +20.4% | +17.1% |
| 3Y | +43.2% | +56.2% | -13.0% | +4.4% |
| 5Y | +28.0% | +126.6% | -98.6% | -27.5% |
| All | +164.2% | +381.1% | -216.9% | -4.2% |
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