+468.6%
HUBB vs RNG
+305.9%
+162.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +1.1% | -4.1% | +5.1% | +1.5% |
| 30D | -9.6% | +8.6% | -18.3% | -10.5% |
| 3M | -6.2% | +78.0% | -84.2% | -12.6% |
| 6M | -6.2% | +67.0% | -73.2% | -12.7% |
| YTD | +3.4% | +142.4% | -139.1% | -9.1% |
| 1Y | +5.3% | +120.4% | -115.1% | -6.5% |
| 3Y | +44.4% | +122.1% | -77.8% | +25.2% |
| 5Y | +152.4% | -69.8% | +222.2% | +160.2% |
| 10Y | +437.0% | +223.4% | +213.7% | +255.6% |
| All | +468.6% | +305.9% | +162.8% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling