+820.5%
XLB vs HUBB
+2,622.4%
-1,801.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | -0.4% | -10.0% | +9.6% | +4.7% |
| 3M | +2.0% | -4.8% | +6.7% | +3.4% |
| 6M | +1.8% | -5.6% | +7.4% | +2.9% |
| YTD | +16.6% | +4.7% | +11.9% | +11.5% |
| 1Y | +16.9% | +6.7% | +10.3% | +10.2% |
| 3Y | +32.6% | +45.8% | -13.2% | +1.9% |
| 5Y | +35.6% | +145.9% | -110.3% | -22.9% |
| 10Y | +160.0% | +418.6% | -258.6% | -2.9% |
| All | +820.5% | +2,622.4% | -1,801.9% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling