+152,497.5%
HUBB vs RVTY
+2,416.7%
+150,080.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.5% | +1.1% | -0.6% | +0.3% |
| 30D | -10.0% | +13.2% | -23.2% | -12.4% |
| 3M | -4.8% | +27.2% | -32.0% | -9.7% |
| 6M | -5.6% | +32.4% | -38.0% | -11.6% |
| YTD | +4.7% | +34.9% | -30.2% | -2.8% |
| 1Y | +6.7% | +52.4% | -45.7% | -3.6% |
| 3Y | +45.8% | +12.3% | +33.5% | +38.1% |
| 5Y | +145.9% | -30.8% | +176.8% | +153.4% |
| 10Y | +418.6% | +150.7% | +267.9% | +313.1% |
| All | +152,497.5% | +2,416.7% | +150,080.9% | +115,014.6% |
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