+169.4%
XLV vs HUBB
+446.9%
-277.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.7% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -1.8% | -10.0% | +8.1% | +0.9% |
| 3M | +7.8% | -1.6% | +9.4% | +7.4% |
| 6M | +9.1% | -3.1% | +12.2% | +8.5% |
| YTD | +7.7% | +4.6% | +3.1% | +4.4% |
| 1Y | +20.4% | +3.3% | +17.1% | +16.7% |
| 3Y | +30.8% | +46.6% | -15.8% | +9.2% |
| 5Y | +34.6% | +158.7% | -124.0% | -11.7% |
| All | +169.4% | +446.9% | -277.5% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling