-46.7%
HUBS vs RNG
+144.7%
-191.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -0.7% |
| 7D | -5.0% | +5.8% | -10.8% | -8.1% |
| 30D | -1.0% | +19.6% | -20.7% | -10.1% |
| 3M | +12.4% | +67.0% | -54.7% | -15.3% |
| 6M | -11.1% | +88.4% | -99.5% | -36.1% |
| YTD | -38.3% | +155.5% | -193.8% | -61.3% |
| 1Y | -46.7% | +141.7% | -188.3% | -65.1% |
| All | -46.7% | +144.7% | -191.4% | -65.1% |
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