+42.8%
XLP vs HUBS
-49.6%
+92.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.5% |
| 7D | -0.2% | +5.3% | -5.5% | -0.3% |
| 30D | +8.2% | -2.5% | +10.6% | +8.2% |
| 3M | +7.7% | +2.7% | +5.0% | +7.7% |
| 6M | +9.3% | +20.2% | -10.9% | +9.2% |
| YTD | +19.5% | -46.2% | +65.7% | +20.3% |
| 1Y | +21.0% | -45.3% | +66.3% | +21.7% |
| All | +42.8% | -49.6% | +92.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling