-13.0%
HUBS vs RDW
+13.6%
-26.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.5% |
| 7D | -9.0% | +0.9% | -9.8% | -8.8% |
| 30D | +7.2% | -21.3% | +28.5% | +4.1% |
| 3M | +20.9% | -37.9% | +58.7% | +19.7% |
| 6M | -13.0% | +12.3% | -25.3% | -14.4% |
| All | -13.0% | +13.6% | -26.6% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling