+664.8%
HUBS vs RBA
+340.0%
+324.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -6.2% | -1.9% | -4.3% | -5.5% |
| 30D | +6.6% | -13.0% | +19.6% | +12.9% |
| 3M | +16.4% | -23.1% | +39.5% | +29.3% |
| 6M | -19.7% | -22.6% | +2.8% | -11.4% |
| YTD | -42.6% | -20.4% | -22.2% | -37.8% |
| 1Y | -54.2% | -29.6% | -24.6% | -47.7% |
| 3Y | -57.1% | +26.6% | -83.7% | -62.7% |
| 5Y | -66.2% | +38.2% | -104.4% | -72.6% |
| 10Y | +328.3% | +194.7% | +133.5% | +162.5% |
| All | +664.8% | +340.0% | +324.7% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling