+552.8%
XLP vs HUBB
+2,437.6%
-1,884.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.8% |
| 7D | +0.7% | +1.7% | -0.9% | +0.3% |
| 30D | +10.3% | -9.7% | +19.9% | +12.4% |
| 3M | +6.5% | -15.2% | +21.7% | +9.8% |
| 6M | +8.4% | -14.0% | +22.4% | +10.8% |
| YTD | +18.2% | -2.4% | +20.6% | +17.0% |
| 1Y | +22.4% | -5.8% | +28.2% | +22.0% |
| 3Y | +41.9% | +60.4% | -18.5% | +22.0% |
| 5Y | +40.9% | +125.4% | -84.6% | +9.8% |
| 10Y | +128.4% | +409.7% | -281.4% | +43.5% |
| All | +552.8% | +2,437.6% | -1,884.8% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling