+41.9%
XLP vs HUBB
+58.1%
-16.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.3% |
| 7D | +0.7% | +1.7% | -0.9% | +0.7% |
| 30D | +10.3% | -9.7% | +19.9% | +10.2% |
| 3M | +6.5% | -15.2% | +21.7% | +6.6% |
| 6M | +8.4% | -14.0% | +22.4% | +8.4% |
| YTD | +18.2% | -2.4% | +20.6% | +17.6% |
| 1Y | +22.4% | -5.8% | +28.2% | +21.9% |
| 3Y | +41.9% | +60.4% | -18.5% | +37.0% |
| All | +41.9% | +58.1% | -16.2% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling