-46.7%
HUBS vs RL
+13.6%
-60.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -5.0% | -2.8% |
| 7D | -5.0% | -0.8% | -4.2% | -5.1% |
| 30D | -1.0% | -7.8% | +6.7% | -1.7% |
| 3M | +12.4% | -4.0% | +16.4% | +11.8% |
| 6M | -11.1% | -1.9% | -9.2% | -11.4% |
| YTD | -38.3% | -0.2% | -38.1% | -38.3% |
| 1Y | -46.7% | +10.7% | -57.3% | -47.1% |
| All | -46.7% | +13.6% | -60.2% | -47.1% |
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