+633.7%
XLU vs HUBB
+2,573.3%
-1,939.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.2% | -1.7% | +0.5% | -0.7% |
| 30D | -2.5% | -12.7% | +10.1% | +0.9% |
| 3M | -2.7% | -2.9% | +0.2% | -2.5% |
| 6M | -7.5% | -4.8% | -2.7% | -7.2% |
| YTD | +0.9% | +2.8% | -1.8% | -1.0% |
| 1Y | +3.3% | +3.5% | -0.2% | +0.8% |
| 3Y | +47.3% | +43.5% | +3.8% | +27.9% |
| 5Y | +44.4% | +154.2% | -109.8% | +4.9% |
| 10Y | +140.8% | +434.0% | -293.2% | +37.1% |
| All | +633.7% | +2,573.3% | -1,939.6% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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