+163.9%
XLE vs HUBB
+389.2%
-225.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -6.7% | -2.6% | -4.1% | -5.6% |
| 30D | -4.4% | -7.7% | +3.3% | -1.2% |
| 3M | +4.0% | -13.0% | +17.0% | +10.1% |
| 6M | +13.2% | -10.6% | +23.7% | +16.5% |
| YTD | +41.9% | -0.6% | +42.4% | +36.0% |
| 1Y | +41.6% | -4.1% | +45.8% | +37.9% |
| 3Y | +64.0% | +57.2% | +6.8% | +13.5% |
| 5Y | +158.1% | +127.2% | +31.0% | +31.6% |
| 10Y | +163.9% | +386.2% | -222.2% | -20.5% |
| All | +163.9% | +389.2% | -225.3% | -20.5% |
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