+415.1%
XLF vs HUBB
+2,646.2%
-2,231.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +0.2% | +4.8% | -4.7% | -2.3% |
| 30D | -0.5% | -9.3% | +8.8% | +4.5% |
| 3M | +10.6% | -3.9% | +14.5% | +11.4% |
| 6M | +14.3% | -0.8% | +15.1% | +12.0% |
| YTD | +5.5% | +5.6% | 0.0% | -0.5% |
| 1Y | +9.6% | +7.7% | +1.8% | +1.5% |
| 3Y | +75.2% | +47.5% | +27.7% | +29.9% |
| 5Y | +65.5% | +153.7% | -88.1% | -12.8% |
| 10Y | +246.4% | +433.0% | -186.6% | +16.3% |
| All | +415.1% | +2,646.2% | -2,231.1% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling