-58.5%
HUBS vs RRC
+29.5%
-87.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -9.0% | -1.8% | -7.2% | -8.7% |
| 30D | +7.2% | +2.7% | +4.6% | +6.6% |
| 3M | +20.9% | +8.8% | +12.0% | +18.5% |
| 6M | -13.0% | -1.2% | -11.9% | -13.3% |
| YTD | -43.8% | +17.6% | -61.4% | -46.2% |
| 1Y | -54.6% | +18.4% | -73.1% | -56.9% |
| 3Y | -58.5% | +33.1% | -91.5% | -61.4% |
| All | -58.5% | +29.5% | -87.9% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling