-66.4%
HUBS vs RVMD
+576.1%
-642.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -9.0% | -3.0% | -6.0% | -8.4% |
| 30D | +7.2% | -0.7% | +8.0% | +7.2% |
| 3M | +20.9% | +36.5% | -15.7% | +11.6% |
| 6M | -13.0% | +104.6% | -117.6% | -28.4% |
| YTD | -43.8% | +155.8% | -199.7% | -57.4% |
| 1Y | -54.6% | +340.7% | -395.3% | -70.6% |
| 3Y | -58.5% | +519.9% | -578.4% | -77.3% |
| All | -66.4% | +576.1% | -642.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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