+308.1%
HUBS vs RNG
+222.9%
+85.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -9.0% | -6.1% | -2.9% | -6.1% |
| 30D | +7.2% | +9.6% | -2.4% | +3.0% |
| 3M | +20.9% | +83.3% | -62.5% | -10.4% |
| 6M | -13.0% | +77.9% | -91.0% | -34.1% |
| YTD | -43.8% | +139.9% | -183.8% | -64.4% |
| 1Y | -54.6% | +121.7% | -176.3% | -70.2% |
| 3Y | -58.5% | +121.9% | -180.3% | -75.1% |
| 5Y | -66.4% | -68.4% | +2.0% | -53.1% |
| All | +308.1% | +222.9% | +85.3% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling