+152.4%
HUBB vs RVTY
-34.2%
+186.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.5% |
| 7D | +1.1% | -5.4% | +6.5% | +2.5% |
| 30D | -9.6% | +6.7% | -16.4% | -11.2% |
| 3M | -6.2% | +19.0% | -25.2% | -10.7% |
| 6M | -6.2% | +34.6% | -40.8% | -14.1% |
| YTD | +3.4% | +28.3% | -24.9% | -4.7% |
| 1Y | +5.3% | +46.0% | -40.7% | -6.8% |
| 3Y | +44.4% | +16.9% | +27.5% | +33.6% |
| 5Y | +152.4% | -32.9% | +185.3% | +157.7% |
| All | +152.4% | -34.2% | +186.6% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling