+664.8%
HUBS vs RRC
-30.8%
+695.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -6.2% | -1.7% | -4.5% | -6.0% |
| 30D | +6.6% | +3.6% | +3.0% | +6.1% |
| 3M | +16.4% | +8.8% | +7.6% | +15.0% |
| 6M | -19.7% | +0.8% | -20.5% | -20.0% |
| YTD | -42.6% | +19.0% | -61.6% | -44.1% |
| 1Y | -54.2% | +22.9% | -77.1% | -55.7% |
| 3Y | -57.1% | +32.3% | -89.5% | -59.3% |
| 5Y | -66.2% | +151.6% | -217.8% | -70.8% |
| 10Y | +328.3% | +5.5% | +322.7% | +246.9% |
| All | +664.8% | -30.8% | +695.6% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling