+152.4%
HUBB vs RRC
+154.4%
-2.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -9.6% | +3.6% | -13.2% | -10.1% |
| 3M | -6.2% | +8.8% | -15.0% | -7.7% |
| 6M | -6.2% | +0.8% | -6.9% | -6.7% |
| YTD | +3.4% | +19.0% | -15.6% | -0.3% |
| 1Y | +5.3% | +22.9% | -17.6% | +0.7% |
| 3Y | +44.4% | +32.3% | +12.0% | +35.3% |
| 5Y | +152.4% | +151.6% | +0.8% | +116.8% |
| All | +152.4% | +154.4% | -2.0% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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