+34.0%
XLB vs HUBS
-66.4%
+100.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.8% | -9.0% | +6.2% | -1.9% |
| 30D | -3.1% | +7.2% | -10.3% | -4.1% |
| 3M | -0.2% | +20.9% | -21.0% | -3.2% |
| 6M | +3.1% | -13.0% | +16.1% | +2.7% |
| YTD | +13.3% | -43.8% | +57.1% | +19.5% |
| 1Y | +12.0% | -54.6% | +66.7% | +21.5% |
| 3Y | +31.4% | -58.5% | +89.9% | +41.3% |
| All | +34.0% | -66.4% | +100.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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