+1,106.7%
XLY vs HUBB
+2,620.5%
-1,513.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -4.2% | -10.0% | +5.8% | +0.1% |
| 3M | -2.7% | -1.6% | -1.1% | -3.0% |
| 6M | -0.6% | -3.1% | +2.4% | -0.9% |
| YTD | -5.0% | +4.6% | -9.6% | -8.9% |
| 1Y | -4.1% | +3.3% | -7.4% | -7.9% |
| 3Y | +33.6% | +46.6% | -13.0% | +6.8% |
| 5Y | +28.7% | +158.7% | -130.0% | -21.7% |
| 10Y | +219.6% | +443.5% | -223.8% | +33.7% |
| All | +1,106.7% | +2,620.5% | -1,513.8% | +126.8% |
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