+153.7%
HUBB vs RL
+241.4%
-87.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | +4.8% | +1.9% | +3.0% | +4.2% |
| 30D | -9.3% | -12.2% | +2.9% | -5.3% |
| 3M | -3.9% | -6.6% | +2.8% | -2.1% |
| 6M | -0.8% | +3.2% | -4.0% | -3.0% |
| YTD | +5.6% | -1.3% | +6.9% | +4.6% |
| 1Y | +7.7% | +13.6% | -5.8% | +1.4% |
| 3Y | +47.5% | +210.9% | -163.4% | -1.7% |
| 5Y | +153.7% | +246.9% | -93.2% | +56.5% |
| All | +153.7% | +241.4% | -87.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling