+698.7%
HUBS vs RL
+163.1%
+535.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -4.3% | +1.9% | -6.1% | -4.9% |
| 30D | +14.2% | -12.2% | +26.5% | +19.2% |
| 3M | +15.5% | -6.6% | +22.2% | +17.0% |
| 6M | -18.9% | +3.2% | -22.1% | -22.0% |
| YTD | -40.1% | -1.3% | -38.8% | -41.5% |
| 1Y | -51.8% | +13.6% | -65.4% | -55.5% |
| 3Y | -55.2% | +210.9% | -266.1% | -71.7% |
| 5Y | -64.7% | +246.9% | -311.5% | -78.5% |
| 10Y | +327.0% | +310.1% | +16.9% | +135.4% |
| All | +698.7% | +163.1% | +535.7% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling