+308.1%
HUBS vs ROL
+211.6%
+96.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -9.0% | -3.2% | -5.8% | -7.4% |
| 30D | +7.2% | -4.9% | +12.1% | +10.0% |
| 3M | +20.9% | -25.8% | +46.7% | +41.8% |
| 6M | -13.0% | -37.6% | +24.5% | +10.9% |
| YTD | -43.8% | -41.5% | -2.4% | -27.0% |
| 1Y | -54.6% | -39.5% | -15.2% | -42.4% |
| 3Y | -58.5% | +0.1% | -58.6% | -62.7% |
| 5Y | -66.4% | -4.6% | -61.8% | -69.8% |
| All | +308.1% | +211.6% | +96.5% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling