+533.9%
HUBB vs RACE
+663.9%
-130.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.6% |
| 7D | +1.8% | +3.9% | -2.1% | +0.4% |
| 30D | -6.9% | +7.4% | -14.3% | -9.2% |
| 3M | -13.8% | +1.6% | -15.4% | -14.5% |
| 6M | -9.8% | +23.3% | -33.1% | -16.9% |
| YTD | +0.3% | +14.7% | -14.4% | -6.0% |
| 1Y | -3.3% | +2.5% | -5.9% | -5.7% |
| 3Y | +61.0% | +28.0% | +33.1% | +39.3% |
| 5Y | +128.5% | +69.8% | +58.7% | +73.1% |
| 10Y | +398.9% | +734.9% | -336.0% | +138.8% |
| All | +533.9% | +663.9% | -130.0% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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