+22.4%
XLP vs HUBB
-7.4%
+29.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.1% |
| 7D | +0.7% | +1.7% | -0.9% | +0.8% |
| 30D | +10.3% | -9.7% | +19.9% | +9.6% |
| 3M | +6.5% | -15.2% | +21.7% | +5.6% |
| 6M | +8.4% | -14.0% | +22.4% | +7.5% |
| YTD | +18.2% | -2.4% | +20.6% | +17.2% |
| 1Y | +22.4% | -5.8% | +28.2% | +21.4% |
| All | +22.4% | -7.4% | +29.8% | +21.4% |
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