+437.0%
HUBB vs RL
+297.6%
+139.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -9.6% | -17.5% | +7.9% | -3.6% |
| 3M | -6.2% | -14.0% | +7.8% | -1.6% |
| 6M | -6.2% | -2.0% | -4.2% | -6.6% |
| YTD | +3.4% | -4.6% | +7.9% | +3.6% |
| 1Y | +5.3% | +9.5% | -4.2% | +0.4% |
| 3Y | +44.4% | +200.5% | -156.1% | -4.4% |
| 5Y | +152.4% | +226.3% | -73.9% | +56.6% |
| 10Y | +437.0% | +304.8% | +132.3% | +192.3% |
| All | +437.0% | +297.6% | +139.4% | +192.3% |
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