+2,162.1%
HUBB vs RL
+1,366.2%
+795.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | -10.0% | -7.8% | -2.2% | -8.1% |
| 3M | -4.8% | -4.0% | -0.8% | -4.0% |
| 6M | -5.6% | -1.9% | -3.7% | -5.8% |
| YTD | +4.7% | -0.2% | +4.8% | +3.7% |
| 1Y | +6.7% | +10.7% | -4.0% | +2.6% |
| 3Y | +45.8% | +210.8% | -165.0% | +4.5% |
| 5Y | +145.9% | +238.2% | -92.3% | +67.9% |
| 10Y | +418.6% | +313.4% | +105.2% | +217.2% |
| All | +2,162.1% | +1,366.2% | +795.9% | +863.3% |
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