-66.4%
HUBS vs RRX
+17.8%
-84.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | -9.0% | -0.3% | -8.6% | -8.9% |
| 30D | +7.2% | -6.1% | +13.4% | +8.7% |
| 3M | +20.9% | -23.1% | +43.9% | +26.6% |
| 6M | -13.0% | -19.5% | +6.5% | -13.5% |
| YTD | -43.8% | +16.1% | -59.9% | -54.3% |
| 1Y | -54.6% | +12.9% | -67.6% | -62.9% |
| 3Y | -58.5% | +7.9% | -66.4% | -67.6% |
| All | -66.4% | +17.8% | -84.2% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling