+177.8%
XLE vs HUBS
+323.9%
-146.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +1.7% | -9.0% | +10.7% | +2.8% |
| 30D | +6.7% | +7.2% | -0.5% | +5.4% |
| 3M | +14.9% | +20.9% | -6.0% | +10.6% |
| 6M | +15.9% | -13.0% | +28.9% | +15.2% |
| YTD | +47.7% | -43.8% | +91.6% | +55.0% |
| 1Y | +50.7% | -54.6% | +105.4% | +62.6% |
| 3Y | +57.9% | -58.5% | +116.3% | +68.5% |
| 5Y | +227.0% | -66.4% | +293.4% | +241.8% |
| All | +177.8% | +323.9% | -146.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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