+120.4%
XLK vs HUBS
-58.2%
+178.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.2% | -9.0% | +9.2% | +1.5% |
| 30D | -0.6% | +7.2% | -7.9% | -1.9% |
| 3M | +2.6% | +20.9% | -18.3% | -2.3% |
| 6M | +34.0% | -13.0% | +47.0% | +33.6% |
| YTD | +30.7% | -43.8% | +74.5% | +45.3% |
| 1Y | +39.2% | -54.6% | +93.8% | +63.3% |
| 3Y | +120.4% | -58.5% | +178.9% | +160.9% |
| All | +120.4% | -58.2% | +178.7% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling