+103.2%
XLP vs HUBS
+323.9%
-220.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | -1.4% | -9.0% | +7.6% | -0.8% |
| 30D | -2.0% | +7.2% | -9.2% | -2.6% |
| 3M | -1.5% | +20.9% | -22.4% | -3.2% |
| 6M | -0.2% | -13.0% | +12.8% | -0.4% |
| YTD | +8.7% | -43.8% | +52.5% | +11.5% |
| 1Y | +6.3% | -54.6% | +61.0% | +10.6% |
| 3Y | +25.1% | -58.5% | +83.5% | +29.0% |
| 5Y | +32.4% | -66.4% | +98.8% | +34.5% |
| All | +103.2% | +323.9% | -220.7% | +56.8% |
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