+24.3%
XLP vs HUBB
-4.0%
+28.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.8% | +3.2% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +13.5% | -8.8% | +22.3% | +12.9% |
| 3M | +8.4% | -12.5% | +20.9% | +7.7% |
| 6M | +11.5% | -14.5% | +26.1% | +10.9% |
| YTD | +20.6% | -0.4% | +21.1% | +19.7% |
| 1Y | +24.3% | -3.4% | +27.8% | +23.6% |
| All | +24.3% | -4.0% | +28.3% | +23.6% |
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 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