+285.5%
XLF vs HUBS
+583.9%
-298.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | -9.0% | +7.5% | 0.0% |
| 30D | -1.2% | +7.2% | -8.4% | -2.6% |
| 3M | +9.2% | +20.9% | -11.7% | +4.4% |
| 6M | +16.3% | -13.0% | +29.4% | +15.5% |
| YTD | +5.4% | -43.8% | +49.3% | +11.9% |
| 1Y | +7.6% | -54.6% | +62.2% | +17.8% |
| 3Y | +74.2% | -58.5% | +132.7% | +88.9% |
| 5Y | +66.1% | -66.4% | +132.5% | +75.7% |
| 10Y | +252.8% | +319.2% | -66.5% | +117.0% |
| All | +285.5% | +583.9% | -298.3% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling