+270.4%
RCL vs HUBB
+58.5%
+211.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.3% |
| 7D | +8.5% | -2.6% | +11.1% | +9.9% |
| 30D | +20.4% | -7.7% | +28.1% | +24.9% |
| 3M | +11.0% | -13.0% | +24.0% | +18.6% |
| 6M | +24.9% | -10.6% | +35.4% | +30.1% |
| YTD | +23.9% | -0.6% | +24.4% | +19.6% |
| 1Y | +30.8% | -4.1% | +35.0% | +29.1% |
| 3Y | +270.4% | +57.2% | +213.2% | +165.8% |
| All | +270.4% | +58.5% | +211.9% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling