-58.8%
HUBS vs RBA
+25.0%
-83.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -12.4% | -3.3% | -9.1% | -11.3% |
| 30D | +1.4% | -9.8% | +11.2% | +5.1% |
| 3M | +16.0% | -23.5% | +39.4% | +26.4% |
| 6M | -17.0% | -21.5% | +4.5% | -10.5% |
| YTD | -44.3% | -21.2% | -23.1% | -40.5% |
| 1Y | -54.3% | -30.2% | -24.1% | -49.3% |
| All | -58.8% | +25.0% | -83.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling