-66.4%
HUBS vs RIO
+91.0%
-157.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -9.0% | -3.2% | -5.8% | -8.3% |
| 30D | +7.2% | +0.9% | +6.3% | +6.9% |
| 3M | +20.9% | -1.4% | +22.3% | +21.1% |
| 6M | -13.0% | +10.9% | -24.0% | -16.5% |
| YTD | -43.8% | +31.2% | -75.1% | -49.6% |
| 1Y | -54.6% | +67.9% | -122.6% | -62.7% |
| 3Y | -58.5% | +88.8% | -147.3% | -67.8% |
| All | -66.4% | +91.0% | -157.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling