-66.4%
HUBS vs RBA
+39.4%
-105.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.7% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +7.2% | -2.9% | +10.2% | +8.5% |
| 3M | +20.9% | -20.9% | +41.8% | +31.8% |
| 6M | -13.0% | -17.7% | +4.6% | -7.0% |
| YTD | -43.8% | -18.2% | -25.7% | -40.2% |
| 1Y | -54.6% | -29.1% | -25.6% | -48.9% |
| 3Y | -58.5% | +29.5% | -88.0% | -64.0% |
| All | -66.4% | +39.4% | -105.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling