+316.1%
XLI vs HUBS
+583.9%
-267.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -1.7% | -9.0% | +7.3% | -0.3% |
| 30D | -7.3% | +7.2% | -14.5% | -8.6% |
| 3M | -1.3% | +20.9% | -22.2% | -5.5% |
| 6M | +2.2% | -13.0% | +15.3% | +1.3% |
| YTD | +11.7% | -43.8% | +55.6% | +18.0% |
| 1Y | +14.3% | -54.6% | +68.9% | +24.5% |
| 3Y | +70.3% | -58.5% | +128.8% | +84.3% |
| 5Y | +82.3% | -66.4% | +148.7% | +92.7% |
| 10Y | +258.4% | +319.2% | -60.8% | +125.9% |
| All | +316.1% | +583.9% | -267.8% | +142.4% |
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 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