+664.8%
HUBS vs RIG
-79.9%
+744.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -6.2% | -8.2% | +2.0% | -5.3% |
| 30D | +6.6% | -0.2% | +6.8% | +6.6% |
| 3M | +16.4% | -2.7% | +19.2% | +16.3% |
| 6M | -19.7% | -7.5% | -12.3% | -19.6% |
| YTD | -42.6% | +38.3% | -80.9% | -45.7% |
| 1Y | -54.2% | +81.8% | -136.0% | -58.3% |
| 3Y | -57.1% | -30.2% | -27.0% | -57.5% |
| 5Y | -66.2% | +59.9% | -126.2% | -71.0% |
| 10Y | +328.3% | -41.9% | +370.2% | +233.8% |
| All | +664.8% | -79.9% | +744.6% | +520.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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