-3.4%
HUBB vs RL
+34.3%
-37.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -6.9% | -3.6% |
| 7D | +0.2% | +5.8% | -5.6% | -1.3% |
| 30D | -8.8% | +12.7% | -21.5% | -11.9% |
| 3M | -12.5% | +9.3% | -21.8% | -14.9% |
| 6M | -14.5% | +16.9% | -31.5% | -18.6% |
| YTD | -0.4% | +17.5% | -17.9% | -6.6% |
| 1Y | -3.4% | +34.6% | -38.1% | -17.1% |
| All | -3.4% | +34.3% | -37.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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