+2,045.5%
HUBB vs RL
+1,517.3%
+528.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | -7.7% | +2.9% | -10.6% | -8.6% |
| 3M | -13.6% | 0.0% | -13.6% | -13.8% |
| 6M | -9.1% | +17.1% | -26.2% | -13.8% |
| YTD | -0.7% | +10.1% | -10.9% | -4.5% |
| 1Y | +1.1% | +17.3% | -16.3% | -4.5% |
| 3Y | +56.2% | +249.3% | -193.2% | +8.3% |
| 5Y | +126.6% | +240.9% | -114.3% | +54.5% |
| 10Y | +384.6% | +337.3% | +47.3% | +190.9% |
| All | +2,045.5% | +1,517.3% | +528.2% | +787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling