-54.6%
HUBS vs RSG
-1.5%
-53.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | +7.2% | +4.0% | +3.3% | +5.9% |
| 3M | +20.9% | +7.4% | +13.5% | +19.9% |
| 6M | -13.0% | +0.1% | -13.1% | -12.1% |
| YTD | -43.8% | +6.0% | -49.9% | -43.5% |
| 1Y | -54.6% | -3.0% | -51.7% | -52.5% |
| All | -54.6% | -1.5% | -53.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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