+788.5%
XLK vs HUBB
+446.9%
+341.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | -10.0% | +9.3% | +4.6% |
| 3M | +2.6% | -1.6% | +4.2% | +3.0% |
| 6M | +34.0% | -3.1% | +37.1% | +34.6% |
| YTD | +30.7% | +4.6% | +26.1% | +26.0% |
| 1Y | +39.2% | +3.3% | +35.9% | +34.5% |
| 3Y | +120.4% | +46.6% | +73.8% | +74.3% |
| 5Y | +148.8% | +158.7% | -9.9% | +43.4% |
| All | +788.5% | +446.9% | +341.6% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling