+144,634.5%
HUBB vs RVTY
+2,885.1%
+141,749.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.1% |
| 7D | +1.8% | -0.5% | +2.2% | +1.9% |
| 30D | -7.7% | +1.5% | -9.2% | -8.0% |
| 3M | -13.6% | +31.5% | -45.0% | -18.6% |
| 6M | -9.1% | +62.7% | -71.8% | -18.4% |
| YTD | -0.7% | +60.0% | -60.7% | -11.2% |
| 1Y | +1.1% | +65.7% | -64.6% | -10.3% |
| 3Y | +56.2% | +85.2% | -29.0% | +33.9% |
| 5Y | +126.6% | -14.9% | +141.5% | +123.2% |
| 10Y | +384.6% | +211.9% | +172.7% | +268.5% |
| All | +144,634.5% | +2,885.1% | +141,749.3% | +104,974.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling