+154.8%
XLP vs HUBS
+651.4%
-496.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.6% |
| 7D | -1.0% | -5.0% | +4.0% | -0.7% |
| 30D | -0.9% | -1.0% | +0.2% | -1.1% |
| 3M | +3.8% | +12.4% | -8.5% | +2.5% |
| 6M | -1.7% | -11.1% | +9.4% | -2.0% |
| YTD | +10.3% | -38.3% | +48.6% | +12.4% |
| 1Y | +7.8% | -46.7% | +54.5% | +10.7% |
| 3Y | +27.2% | -55.1% | +82.3% | +30.6% |
| 5Y | +32.5% | -64.8% | +97.4% | +34.4% |
| 10Y | +101.8% | +334.3% | -232.5% | +58.4% |
| All | +154.8% | +651.4% | -496.7% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling