-54.1%
HUBS vs RL
+34.3%
-88.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.5% | -8.7% | -3.9% |
| 7D | -13.0% | +5.8% | -18.8% | -12.6% |
| 30D | -1.8% | +12.7% | -14.5% | -1.1% |
| 3M | -13.0% | +9.3% | -22.3% | -12.8% |
| 6M | -12.4% | +16.9% | -29.4% | -12.0% |
| YTD | -46.0% | +17.5% | -63.5% | -45.7% |
| 1Y | -54.1% | +34.6% | -88.7% | -57.3% |
| All | -54.1% | +34.3% | -88.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling