+642.7%
HUBS vs RGEN
+657.1%
-14.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -12.4% | -2.9% | -9.5% | -11.3% |
| 30D | +1.4% | -0.1% | +1.4% | +1.3% |
| 3M | +16.0% | +25.9% | -10.0% | +4.8% |
| 6M | -17.0% | +35.2% | -52.2% | -27.8% |
| YTD | -44.3% | +0.5% | -44.8% | -45.6% |
| 1Y | -54.3% | +37.0% | -91.3% | -61.3% |
| 3Y | -58.4% | +2.0% | -60.4% | -63.5% |
| 5Y | -66.7% | -44.2% | -22.5% | -63.9% |
| 10Y | +315.9% | +411.6% | -95.7% | +115.2% |
| All | +642.7% | +657.1% | -14.5% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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