+102.9%
XLP vs HUBB
+430.1%
-327.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -1.4% | +4.8% | -6.3% | -2.4% |
| 30D | -1.3% | -9.3% | +8.0% | +0.6% |
| 3M | +1.8% | -3.9% | +5.7% | +2.1% |
| 6M | -0.8% | -0.8% | 0.0% | -1.7% |
| YTD | +9.5% | +5.6% | +4.0% | +6.8% |
| 1Y | +7.2% | +7.7% | -0.6% | +3.6% |
| 3Y | +27.1% | +47.5% | -20.3% | +9.8% |
| 5Y | +32.0% | +153.7% | -121.6% | -5.6% |
| 10Y | +102.9% | +433.0% | -330.1% | +12.7% |
| All | +102.9% | +430.1% | -327.2% | +12.7% |
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