-54.1%
HUBS vs ROL
-34.1%
-20.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.0% | -4.8% |
| 7D | -13.0% | +14.6% | -27.6% | -15.8% |
| 30D | -1.8% | +29.3% | -31.1% | -6.8% |
| 3M | -13.0% | +2.0% | -15.0% | -15.3% |
| 6M | -12.4% | -28.5% | +16.1% | -20.7% |
| YTD | -46.0% | -35.3% | -10.7% | -57.1% |
| 1Y | -54.1% | -34.7% | -19.4% | -65.1% |
| All | -54.1% | -34.1% | -20.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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