+55.0%
XOP vs HUBB
+446.9%
-391.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.9% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | +9.6% | -10.0% | +19.6% | +16.0% |
| 3M | +20.4% | -1.6% | +22.0% | +18.8% |
| 6M | +19.9% | -3.1% | +23.0% | +17.1% |
| YTD | +56.4% | +4.6% | +51.8% | +44.2% |
| 1Y | +52.4% | +3.3% | +49.1% | +40.2% |
| 3Y | +39.9% | +46.6% | -6.7% | -5.7% |
| 5Y | +163.7% | +158.7% | +5.0% | +5.8% |
| All | +55.0% | +446.9% | -391.9% | -66.3% |
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