-55.9%
HUBS vs RNG
+173.4%
-229.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.7% | -0.7% | -2.8% |
| 7D | -14.4% | -11.2% | -3.3% | -8.6% |
| 30D | -5.6% | -3.8% | -1.8% | -4.1% |
| 3M | -18.1% | +21.1% | -39.2% | -26.5% |
| 6M | -16.7% | +56.2% | -72.9% | -35.1% |
| YTD | -48.9% | +158.8% | -207.7% | -67.4% |
| 1Y | -55.9% | +173.6% | -229.5% | -74.0% |
| All | -55.9% | +173.4% | -229.3% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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