+538.9%
XRT vs HUBB
+1,403.2%
-864.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +1.7% | +1.8% | 0.0% | +0.8% |
| 30D | +7.5% | -7.7% | +15.2% | +11.4% |
| 3M | +2.2% | -13.6% | +15.7% | +9.3% |
| 6M | +14.7% | -9.1% | +23.8% | +17.8% |
| YTD | +7.5% | -0.7% | +8.2% | +3.9% |
| 1Y | +14.1% | +1.1% | +13.1% | +9.1% |
| 3Y | +58.8% | +56.2% | +2.6% | +14.4% |
| 5Y | -3.9% | +126.6% | -130.5% | -45.5% |
| 10Y | +137.7% | +384.6% | -246.9% | -16.0% |
| All | +538.9% | +1,403.2% | -864.3% | -2.8% |
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