-66.4%
HUBS vs ROK
+47.1%
-113.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | -9.0% | -1.2% | -7.7% | -8.4% |
| 30D | +7.2% | -4.8% | +12.0% | +9.7% |
| 3M | +20.9% | -6.1% | +27.0% | +22.9% |
| 6M | -13.0% | +15.5% | -28.5% | -23.7% |
| YTD | -43.8% | +11.2% | -55.0% | -50.0% |
| 1Y | -54.6% | +23.8% | -78.5% | -62.7% |
| 3Y | -58.5% | +53.1% | -111.6% | -72.6% |
| All | -66.4% | +47.1% | -113.5% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling