+35.0%
XLB vs HUBB
+148.7%
-113.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | -3.4% | -9.6% | +6.2% | -0.1% |
| 3M | +1.6% | -6.2% | +7.8% | +3.2% |
| 6M | +3.6% | -6.2% | +9.8% | +4.6% |
| YTD | +14.2% | +3.4% | +10.9% | +11.0% |
| 1Y | +15.6% | +5.3% | +10.3% | +11.1% |
| 3Y | +33.1% | +44.4% | -11.2% | +8.9% |
| 5Y | +35.0% | +152.4% | -117.3% | -18.8% |
| All | +35.0% | +148.7% | -113.6% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling