-23.5%
XYL vs HUBB
+5.5%
-29.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.9% | -10.0% | -2.0% | -9.1% |
| 3M | -1.5% | -1.6% | +0.1% | -1.6% |
| 6M | -11.9% | -3.1% | -8.8% | -12.4% |
| YTD | -20.6% | +4.6% | -25.2% | -23.1% |
| 1Y | -23.5% | +3.3% | -26.9% | -26.1% |
| All | -23.5% | +5.5% | -29.0% | -26.1% |
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