+648.6%
HUBS vs RSG
+608.4%
+40.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | +7.2% | +4.0% | +3.3% | +4.6% |
| 3M | +20.9% | +7.4% | +13.5% | +15.6% |
| 6M | -13.0% | +0.1% | -13.1% | -13.4% |
| YTD | -43.8% | +6.0% | -49.9% | -46.4% |
| 1Y | -54.6% | -3.0% | -51.7% | -54.1% |
| 3Y | -58.5% | +56.5% | -115.0% | -71.3% |
| 5Y | -66.4% | +90.9% | -157.3% | -80.1% |
| 10Y | +319.2% | +428.7% | -109.5% | +26.2% |
| All | +648.6% | +608.4% | +40.2% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling