+428.6%
HUBB vs RVTY
+139.0%
+289.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.2% |
| 7D | -1.7% | -7.4% | +5.7% | +0.8% |
| 30D | -12.7% | +4.5% | -17.2% | -14.1% |
| 3M | -2.9% | +19.5% | -22.4% | -9.1% |
| 6M | -4.8% | +34.1% | -38.9% | -15.0% |
| YTD | +2.8% | +25.3% | -22.5% | -6.7% |
| 1Y | +3.5% | +47.0% | -43.5% | -11.6% |
| 3Y | +43.5% | +14.1% | +29.4% | +29.8% |
| 5Y | +154.2% | -34.6% | +188.8% | +177.4% |
| All | +428.6% | +139.0% | +289.6% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling