-58.5%
HUBS vs ROK
+51.1%
-109.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -9.0% | -1.2% | -7.7% | -8.7% |
| 30D | +7.2% | -4.8% | +12.0% | +8.4% |
| 3M | +20.9% | -6.1% | +27.0% | +21.7% |
| 6M | -13.0% | +15.5% | -28.5% | -19.3% |
| YTD | -43.8% | +11.2% | -55.0% | -47.4% |
| 1Y | -54.6% | +23.8% | -78.5% | -59.6% |
| 3Y | -58.5% | +53.1% | -111.6% | -68.4% |
| All | -58.5% | +51.1% | -109.5% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling