+4,391.7%
XOM vs HUBB
+150,593.0%
-146,201.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.2% |
| 7D | 0.0% | +1.1% | -1.0% | 0.0% |
| 30D | +3.4% | -9.6% | +13.1% | +3.6% |
| 3M | +11.0% | -6.2% | +17.2% | +11.0% |
| 6M | +10.6% | -6.2% | +16.8% | +10.6% |
| YTD | +39.2% | +3.4% | +35.9% | +39.1% |
| 1Y | +52.7% | +5.3% | +47.4% | +52.5% |
| 3Y | +56.8% | +44.4% | +12.4% | +55.9% |
| 5Y | +261.8% | +152.4% | +109.4% | +257.5% |
| 10Y | +191.3% | +437.0% | -245.7% | +185.9% |
| All | +4,391.7% | +150,593.0% | -146,201.3% | +4,656.9% |
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