+176.5%
XLE vs HUBB
+382.2%
-205.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +2.1% |
| 7D | +4.4% | +4.6% | -0.2% | +2.2% |
| 30D | -4.3% | -8.4% | +4.1% | -0.7% |
| 3M | +6.0% | -14.3% | +20.4% | +13.1% |
| 6M | +13.2% | -9.3% | +22.5% | +15.8% |
| YTD | +46.7% | -0.5% | +47.2% | +40.6% |
| 1Y | +46.6% | -2.1% | +48.8% | +41.3% |
| 3Y | +69.6% | +57.2% | +12.3% | +17.3% |
| 5Y | +166.5% | +127.1% | +39.4% | +35.8% |
| All | +176.5% | +382.2% | -205.7% | -16.2% |
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