+136.0%
XLC vs HUBB
+358.3%
-222.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.7% | +1.8% | +2.0% | +3.1% |
| 30D | -1.9% | -7.7% | +5.8% | +0.5% |
| 3M | -3.1% | -13.6% | +10.4% | +1.3% |
| 6M | -6.4% | -9.1% | +2.8% | -4.8% |
| YTD | -6.8% | -0.7% | -6.1% | -9.3% |
| 1Y | -1.7% | +1.1% | -2.8% | -5.1% |
| 3Y | +64.7% | +56.2% | +8.5% | +28.6% |
| 5Y | +41.1% | +126.6% | -85.5% | -9.0% |
| All | +136.0% | +358.3% | -222.3% | +6.8% |
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 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