+308.1%
HUBS vs ROST
+317.9%
-9.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.3% |
| 7D | -9.0% | +0.2% | -9.2% | -9.1% |
| 30D | +7.2% | -6.9% | +14.1% | +10.8% |
| 3M | +20.9% | -3.3% | +24.2% | +22.6% |
| 6M | -13.0% | +9.0% | -22.1% | -18.0% |
| YTD | -43.8% | +28.9% | -72.7% | -51.7% |
| 1Y | -54.6% | +54.0% | -108.6% | -64.6% |
| 3Y | -58.5% | +100.7% | -159.2% | -72.4% |
| 5Y | -66.4% | +116.0% | -182.4% | -79.1% |
| All | +308.1% | +317.9% | -9.7% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling