+39.2%
XLK vs HUBB
+5.5%
+33.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -0.6% | -10.0% | +9.3% | +3.8% |
| 3M | +2.6% | -1.6% | +4.2% | +3.2% |
| 6M | +34.0% | -3.1% | +37.1% | +33.8% |
| YTD | +30.7% | +4.6% | +26.1% | +26.1% |
| 1Y | +39.2% | +3.3% | +35.9% | +34.4% |
| All | +39.2% | +5.5% | +33.7% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling