-22.9%
RCL vs HUBB
+3.7%
-26.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.5% | -1.7% | -0.8% | -1.8% |
| 30D | -15.7% | -12.7% | -3.0% | -11.3% |
| 3M | -3.6% | -2.9% | -0.7% | -3.8% |
| 6M | -8.7% | -4.8% | -3.9% | -9.9% |
| YTD | -6.2% | +2.8% | -8.9% | -10.1% |
| 1Y | -22.9% | +3.5% | -26.4% | -25.8% |
| All | -22.9% | +3.7% | -26.6% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling