-58.5%
HUBS vs RIO
+88.2%
-146.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -9.0% | -3.2% | -5.8% | -8.8% |
| 30D | +7.2% | +0.9% | +6.3% | +7.1% |
| 3M | +20.9% | -1.4% | +22.3% | +21.5% |
| 6M | -13.0% | +10.9% | -24.0% | -14.9% |
| YTD | -43.8% | +31.2% | -75.1% | -48.3% |
| 1Y | -54.6% | +67.9% | -122.6% | -61.6% |
| 3Y | -58.5% | +88.8% | -147.3% | -67.6% |
| All | -58.5% | +88.2% | -146.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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