+139.5%
XLP vs HUBS
+273.9%
-134.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | +2.5% | +8.3% | -5.8% | +2.0% |
| 30D | +7.3% | -4.0% | +11.3% | +7.5% |
| 3M | +8.1% | -9.7% | +17.8% | +8.5% |
| 6M | +10.5% | +21.4% | -10.9% | +8.1% |
| YTD | +21.2% | -45.9% | +67.0% | +24.4% |
| 1Y | +22.7% | -44.4% | +67.1% | +25.6% |
| 3Y | +44.8% | -49.7% | +94.5% | +46.7% |
| 5Y | +44.7% | -74.2% | +118.9% | +50.7% |
| All | +139.5% | +273.9% | -134.4% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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