-54.1%
HUBS vs ROST
+54.7%
-108.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.1% | -10.3% | -4.4% |
| 7D | -13.0% | +7.8% | -20.8% | -13.2% |
| 30D | -1.8% | +8.6% | -10.4% | -2.1% |
| 3M | -13.0% | -1.9% | -11.0% | -12.7% |
| 6M | -12.4% | +9.1% | -21.6% | -12.4% |
| YTD | -46.0% | +37.2% | -83.3% | -47.9% |
| 1Y | -54.1% | +52.7% | -106.8% | -57.9% |
| All | -54.1% | +54.7% | -108.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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