-54.1%
HUBS vs ROK
+25.3%
-79.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.4% |
| 7D | -13.0% | 0.0% | -13.0% | -12.9% |
| 30D | -1.8% | -2.5% | +0.7% | -2.1% |
| 3M | -13.0% | 0.0% | -13.0% | -12.6% |
| 6M | -12.4% | +11.6% | -24.0% | -11.2% |
| YTD | -46.0% | +15.2% | -61.2% | -43.6% |
| 1Y | -54.1% | +25.0% | -79.1% | -50.1% |
| All | -54.1% | +25.3% | -79.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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