+136.2%
XLP vs HUBS
+271.5%
-135.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.8% |
| 7D | -0.2% | +5.3% | -5.5% | -0.6% |
| 30D | +8.2% | -2.5% | +10.6% | +8.2% |
| 3M | +7.7% | +2.7% | +5.0% | +7.2% |
| 6M | +9.3% | +20.2% | -10.9% | +7.0% |
| YTD | +19.5% | -46.2% | +65.7% | +22.7% |
| 1Y | +21.0% | -45.3% | +66.3% | +24.0% |
| 3Y | +43.2% | -49.7% | +92.9% | +45.1% |
| 5Y | +42.7% | -74.3% | +117.1% | +48.7% |
| All | +136.2% | +271.5% | -135.3% | +84.2% |
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