+378.0%
HUBB vs RL
+342.1%
+35.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +4.6% | +2.4% | +2.2% | +3.7% |
| 30D | -8.4% | +4.6% | -12.9% | -10.0% |
| 3M | -14.3% | -1.1% | -13.2% | -14.3% |
| 6M | -9.3% | +16.5% | -25.9% | -15.0% |
| YTD | -0.5% | +11.4% | -11.9% | -5.7% |
| 1Y | -2.1% | +16.1% | -18.2% | -8.6% |
| 3Y | +57.2% | +252.6% | -195.4% | -1.6% |
| 5Y | +127.1% | +244.9% | -117.7% | +38.6% |
| All | +378.0% | +342.1% | +35.9% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling