-54.6%
HUBS vs RRC
+20.8%
-75.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -9.0% | -1.8% | -7.2% | -8.8% |
| 30D | +7.2% | +2.7% | +4.6% | +6.9% |
| 3M | +20.9% | +8.8% | +12.0% | +19.5% |
| 6M | -13.0% | -1.2% | -11.9% | -14.1% |
| YTD | -43.8% | +17.6% | -61.4% | -44.6% |
| 1Y | -54.6% | +18.4% | -73.1% | -53.3% |
| All | -54.6% | +20.8% | -75.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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