+141.3%
XLC vs HUBB
+374.5%
-233.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -1.7% | -1.7% | 0.0% | -1.1% |
| 30D | +0.2% | -12.7% | +12.9% | +4.8% |
| 3M | +0.7% | -2.9% | +3.6% | +0.6% |
| 6M | -4.5% | -4.8% | +0.3% | -4.6% |
| YTD | -4.7% | +2.8% | -7.5% | -8.0% |
| 1Y | -1.5% | +3.5% | -5.0% | -5.5% |
| 3Y | +72.2% | +43.5% | +28.7% | +40.0% |
| 5Y | +39.3% | +154.2% | -114.9% | -14.0% |
| All | +141.3% | +374.5% | -233.2% | +8.3% |
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