-35.4%
RBLX vs HUBB
+167.0%
-202.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +8.1% | -1.7% | +9.8% | +9.0% |
| 30D | +23.9% | -12.7% | +36.6% | +32.2% |
| 3M | +8.1% | -2.9% | +11.1% | +7.6% |
| 6M | -23.7% | -4.8% | -18.9% | -24.1% |
| YTD | -44.6% | +2.8% | -47.4% | -47.1% |
| 1Y | -66.2% | +3.5% | -69.7% | -67.9% |
| 3Y | +54.7% | +43.5% | +11.2% | +13.6% |
| 5Y | -48.9% | +154.2% | -203.1% | -76.3% |
| All | -35.4% | +167.0% | -202.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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