+179.0%
XLE vs HUBB
+438.6%
-259.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | 0.0% | +4.8% | -4.8% | -2.2% |
| 30D | +12.6% | -9.3% | +21.9% | +17.5% |
| 3M | +11.8% | -3.9% | +15.7% | +12.1% |
| 6M | +16.1% | -0.8% | +16.9% | +13.0% |
| YTD | +46.9% | +5.6% | +41.3% | +37.6% |
| 1Y | +53.3% | +7.7% | +45.5% | +40.9% |
| 3Y | +54.9% | +47.5% | +7.5% | +12.3% |
| 5Y | +225.7% | +153.7% | +72.0% | +55.8% |
| All | +179.0% | +438.6% | -259.6% | -22.5% |
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