-58.8%
HUBS vs RL
+199.8%
-258.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -12.4% | -2.2% | -10.2% | -11.7% |
| 30D | +1.4% | -15.3% | +16.7% | +6.9% |
| 3M | +16.0% | -10.3% | +26.3% | +19.0% |
| 6M | -17.0% | -2.2% | -14.8% | -19.3% |
| YTD | -44.3% | -4.3% | -40.0% | -45.4% |
| 1Y | -54.3% | +8.9% | -63.2% | -58.2% |
| All | -58.8% | +199.8% | -258.6% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling