+225.7%
XLE vs HUBB
+154.5%
+71.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | 0.0% | +4.8% | -4.8% | -0.9% |
| 30D | +12.6% | -9.3% | +21.9% | +14.7% |
| 3M | +11.8% | -3.9% | +15.7% | +12.0% |
| 6M | +16.1% | -0.8% | +16.9% | +14.6% |
| YTD | +46.9% | +5.6% | +41.3% | +42.3% |
| 1Y | +53.3% | +7.7% | +45.5% | +47.2% |
| 3Y | +54.9% | +47.5% | +7.5% | +33.8% |
| 5Y | +225.7% | +153.7% | +72.0% | +145.6% |
| All | +225.7% | +154.5% | +71.2% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling