+192.9%
XOM vs HUBS
+323.9%
-131.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -9.0% | +13.1% | +4.8% |
| 30D | +4.6% | +7.2% | -2.7% | +3.8% |
| 3M | +14.0% | +20.9% | -6.9% | +11.3% |
| 6M | +11.0% | -13.0% | +24.0% | +10.6% |
| YTD | +40.7% | -43.8% | +84.6% | +45.1% |
| 1Y | +52.3% | -54.6% | +107.0% | +59.9% |
| 3Y | +60.5% | -58.5% | +118.9% | +66.9% |
| 5Y | +266.4% | -66.4% | +332.8% | +275.2% |
| All | +192.9% | +323.9% | -131.0% | +89.4% |
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