+642.7%
HUBS vs ROST
+561.6%
+81.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -12.4% | -2.5% | -9.9% | -11.3% |
| 30D | +1.4% | -10.3% | +11.7% | +6.5% |
| 3M | +16.0% | -2.6% | +18.5% | +17.1% |
| 6M | -17.0% | +6.5% | -23.5% | -20.6% |
| YTD | -44.3% | +25.9% | -70.2% | -51.2% |
| 1Y | -54.3% | +52.3% | -106.6% | -63.7% |
| 3Y | -58.4% | +94.6% | -152.9% | -71.4% |
| 5Y | -66.7% | +111.1% | -177.8% | -78.5% |
| 10Y | +315.9% | +308.9% | +7.0% | +98.3% |
| All | +642.7% | +561.6% | +81.1% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling