-19.7%
HUBS vs ROL
-39.8%
+20.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -6.2% | -3.3% | -3.0% | -5.1% |
| 30D | +6.6% | -7.2% | +13.8% | +9.5% |
| 3M | +16.4% | -27.0% | +43.4% | +19.5% |
| 6M | -19.7% | -39.5% | +19.8% | -13.7% |
| All | -19.7% | -39.8% | +20.0% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling