+31.3%
XLP vs HUBS
-66.3%
+97.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.0% |
| 7D | -2.9% | -6.2% | +3.3% | -2.7% |
| 30D | -2.2% | +6.6% | -8.9% | -2.6% |
| 3M | -0.6% | +16.4% | -17.0% | -1.4% |
| 6M | -2.2% | -19.7% | +17.6% | -1.9% |
| YTD | +8.3% | -42.6% | +50.9% | +10.1% |
| 1Y | +5.7% | -54.2% | +59.9% | +8.6% |
| 3Y | +25.7% | -57.1% | +82.8% | +28.1% |
| 5Y | +31.3% | -66.2% | +97.5% | +26.7% |
| All | +31.3% | -66.3% | +97.6% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling