-64.6%
HUBS vs RBRK
+124.5%
-189.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.7% |
| 7D | -9.0% | -7.5% | -1.5% | -6.3% |
| 30D | +7.2% | -10.4% | +17.7% | +11.2% |
| 3M | +20.9% | +21.3% | -0.4% | +11.0% |
| 6M | -13.0% | +50.6% | -63.7% | -25.8% |
| YTD | -43.8% | +13.3% | -57.1% | -48.1% |
| 1Y | -54.6% | +11.2% | -65.9% | -58.3% |
| All | -64.6% | +124.5% | -189.1% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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