-58.5%
HUBS vs RDW
+241.5%
-299.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -9.0% | +0.9% | -9.8% | -9.1% |
| 30D | +7.2% | -21.3% | +28.5% | +8.6% |
| 3M | +20.9% | -37.9% | +58.7% | +24.3% |
| 6M | -13.0% | +12.3% | -25.3% | -18.1% |
| YTD | -43.8% | +39.7% | -83.6% | -49.7% |
| 1Y | -54.6% | +25.7% | -80.3% | -59.4% |
| 3Y | -58.5% | +230.8% | -289.3% | -65.0% |
| All | -58.5% | +241.5% | -299.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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