+2,695.6%
HUBB vs RCAT
-100.0%
+2,795.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | +1.8% | -5.9% | +7.7% | +1.8% |
| 30D | -7.7% | -19.7% | +12.0% | -7.7% |
| 3M | -13.6% | -62.9% | +49.3% | -13.4% |
| 6M | -9.1% | -59.6% | +50.5% | -9.0% |
| YTD | -0.7% | -52.1% | +51.3% | -0.7% |
| 1Y | +1.1% | -50.9% | +52.0% | +1.1% |
| 3Y | +56.2% | +333.8% | -277.6% | +55.8% |
| 5Y | +126.6% | +40.7% | +85.9% | +126.2% |
| 10Y | +384.6% | -99.8% | +484.3% | +384.7% |
| All | +2,695.6% | -100.0% | +2,795.6% | +2,445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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