+173.3%
XLB vs HUBS
+578.5%
-405.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.8% |
| 7D | -3.5% | -12.4% | +8.8% | -1.6% |
| 30D | -4.7% | +1.4% | -6.0% | -5.3% |
| 3M | +2.7% | +16.0% | -13.2% | -1.0% |
| 6M | +2.6% | -17.0% | +19.6% | +2.5% |
| YTD | +12.8% | -44.3% | +57.1% | +19.6% |
| 1Y | +14.0% | -54.3% | +68.3% | +24.3% |
| 3Y | +31.5% | -58.4% | +89.9% | +42.1% |
| 5Y | +33.4% | -66.7% | +100.1% | +40.9% |
| 10Y | +161.3% | +315.9% | -154.6% | +60.6% |
| All | +173.3% | +578.5% | -405.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling