+64.3%
XLF vs HUBS
-66.4%
+130.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.5% | -9.0% | +7.5% | -0.4% |
| 30D | -1.2% | +7.2% | -8.4% | -2.3% |
| 3M | +9.2% | +20.9% | -11.7% | +5.4% |
| 6M | +16.3% | -13.0% | +29.4% | +15.9% |
| YTD | +5.4% | -43.8% | +49.3% | +11.1% |
| 1Y | +7.6% | -54.6% | +62.2% | +16.5% |
| 3Y | +74.2% | -58.5% | +132.7% | +87.3% |
| All | +64.3% | -66.4% | +130.7% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling