+46.6%
HUBB vs RNG
+119.8%
-73.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | -0.1% | -6.1% | +6.0% | +0.4% |
| 30D | -10.0% | +9.6% | -19.6% | -10.7% |
| 3M | -1.6% | +83.3% | -84.9% | -7.2% |
| 6M | -3.1% | +77.9% | -81.0% | -9.1% |
| YTD | +4.6% | +139.9% | -135.3% | -7.3% |
| 1Y | +3.3% | +121.7% | -118.3% | -7.4% |
| 3Y | +46.6% | +121.9% | -75.3% | +33.2% |
| All | +46.6% | +119.8% | -73.2% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling