+508.9%
XLP vs HUBB
+2,622.4%
-2,113.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.5% | -1.6% | -1.1% |
| 30D | -0.9% | -10.0% | +9.1% | +1.2% |
| 3M | +3.8% | -4.8% | +8.6% | +4.3% |
| 6M | -1.7% | -5.6% | +3.8% | -1.5% |
| YTD | +10.3% | +4.7% | +5.6% | +7.9% |
| 1Y | +7.8% | +6.7% | +1.1% | +4.7% |
| 3Y | +27.2% | +45.8% | -18.6% | +12.2% |
| 5Y | +32.5% | +145.9% | -113.4% | +1.7% |
| 10Y | +101.8% | +418.6% | -316.8% | +26.8% |
| All | +508.9% | +2,622.4% | -2,113.5% | +165.1% |
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