+642.7%
HUBS vs ROK
+392.2%
+250.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | -12.4% | -1.6% | -10.8% | -11.6% |
| 30D | +1.4% | -5.4% | +6.8% | +4.3% |
| 3M | +16.0% | -4.0% | +19.9% | +16.4% |
| 6M | -17.0% | +13.3% | -30.3% | -26.3% |
| YTD | -44.3% | +9.3% | -53.6% | -49.9% |
| 1Y | -54.3% | +25.8% | -80.1% | -62.7% |
| 3Y | -58.4% | +49.1% | -107.5% | -71.2% |
| 5Y | -66.7% | +45.9% | -112.5% | -76.8% |
| 10Y | +315.9% | +349.9% | -34.0% | +32.9% |
| All | +642.7% | +392.2% | +250.5% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling