-24.5%
XYL vs HUBB
+8.5%
-32.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -5.0% | +0.5% | -5.6% | -5.2% |
| 30D | -13.2% | -10.0% | -3.2% | -10.4% |
| 3M | -3.7% | -4.8% | +1.1% | -2.7% |
| 6M | -17.7% | -5.6% | -12.1% | -17.4% |
| YTD | -21.5% | +4.7% | -26.2% | -24.2% |
| 1Y | -24.5% | +6.7% | -31.2% | -27.3% |
| All | -24.5% | +8.5% | -32.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling