+642.7%
HUBS vs ROL
+378.5%
+264.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -12.4% | -3.2% | -9.2% | -10.8% |
| 30D | +1.4% | -6.6% | +8.0% | +5.1% |
| 3M | +16.0% | -27.3% | +43.3% | +37.8% |
| 6M | -17.0% | -38.1% | +21.1% | +6.6% |
| YTD | -44.3% | -41.8% | -2.5% | -27.2% |
| 1Y | -54.3% | -37.8% | -16.5% | -42.7% |
| 3Y | -58.4% | -0.3% | -58.1% | -62.3% |
| 5Y | -66.7% | -5.1% | -61.6% | -69.7% |
| 10Y | +315.9% | +208.4% | +107.5% | +77.8% |
| All | +642.7% | +378.5% | +264.2% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling