+642.7%
HUBS vs RIO
+371.6%
+271.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.4% |
| 7D | -12.4% | -3.4% | -9.0% | -11.3% |
| 30D | +1.4% | +0.6% | +0.8% | +0.9% |
| 3M | +16.0% | +2.5% | +13.4% | +14.2% |
| 6M | -17.0% | +10.8% | -27.8% | -21.6% |
| YTD | -44.3% | +30.5% | -74.8% | -51.1% |
| 1Y | -54.3% | +68.1% | -122.4% | -63.8% |
| 3Y | -58.4% | +94.0% | -152.4% | -69.4% |
| 5Y | -66.7% | +92.0% | -158.7% | -76.0% |
| 10Y | +315.9% | +589.0% | -273.1% | +80.3% |
| All | +642.7% | +371.6% | +271.1% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling