+85.6%
XOP vs HUBB
+1,498.7%
-1,413.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +0.6% | +4.8% | -4.2% | -2.6% |
| 30D | +16.5% | -9.3% | +25.8% | +24.0% |
| 3M | +15.7% | -3.9% | +19.6% | +15.8% |
| 6M | +19.2% | -0.8% | +20.0% | +14.2% |
| YTD | +55.0% | +5.6% | +49.4% | +40.6% |
| 1Y | +54.2% | +7.7% | +46.4% | +36.2% |
| 3Y | +35.9% | +47.5% | -11.6% | -11.6% |
| 5Y | +162.4% | +153.7% | +8.7% | +4.7% |
| 10Y | +50.2% | +433.0% | -382.9% | -66.7% |
| All | +85.6% | +1,498.7% | -1,413.1% | -84.7% |
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