+123.0%
XRT vs HUBB
+446.9%
-323.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.5% | -10.0% | +5.5% | +0.4% |
| 3M | -3.1% | -1.6% | -1.5% | -3.6% |
| 6M | +4.2% | -3.1% | +7.3% | +3.5% |
| YTD | -0.1% | +4.6% | -4.7% | -5.2% |
| 1Y | -3.0% | +3.3% | -6.4% | -7.9% |
| 3Y | +41.8% | +46.6% | -4.8% | +6.7% |
| 5Y | -1.3% | +158.7% | -160.0% | -48.3% |
| All | +123.0% | +446.9% | -323.9% | -25.7% |
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 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