+664.8%
HUBS vs RVTY
+198.9%
+465.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.7% | -2.7% |
| 7D | -6.2% | -5.4% | -0.8% | -2.8% |
| 30D | +6.6% | +6.7% | -0.1% | +2.1% |
| 3M | +16.4% | +19.0% | -2.6% | +2.5% |
| 6M | -19.7% | +34.6% | -54.4% | -36.6% |
| YTD | -42.6% | +28.3% | -70.9% | -53.7% |
| 1Y | -54.2% | +46.0% | -100.2% | -66.6% |
| 3Y | -57.1% | +16.9% | -74.0% | -66.9% |
| 5Y | -66.2% | -32.9% | -33.3% | -58.5% |
| 10Y | +328.3% | +141.6% | +186.6% | +73.2% |
| All | +664.8% | +198.9% | +465.8% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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