+215.2%
XLY vs HUBS
+323.9%
-108.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -9.0% | +7.3% | +0.5% |
| 30D | -4.2% | +7.2% | -11.4% | -6.3% |
| 3M | -2.7% | +20.9% | -23.5% | -9.0% |
| 6M | -0.6% | -13.0% | +12.4% | -1.9% |
| YTD | -5.0% | -43.8% | +38.8% | +3.8% |
| 1Y | -4.1% | -54.6% | +50.5% | +10.0% |
| 3Y | +33.6% | -58.5% | +92.1% | +52.1% |
| 5Y | +28.7% | -66.4% | +95.1% | +42.3% |
| All | +215.2% | +323.9% | -108.7% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling