+333.1%
RCL vs HUBS
+323.9%
+9.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.9% | -9.0% | +7.1% | +1.2% |
| 30D | -15.5% | +7.2% | -22.8% | -18.4% |
| 3M | -9.7% | +20.9% | -30.5% | -18.1% |
| 6M | -8.7% | -13.0% | +4.3% | -10.5% |
| YTD | -5.8% | -43.8% | +38.1% | +6.3% |
| 1Y | -24.5% | -54.6% | +30.2% | -8.5% |
| 3Y | +173.9% | -58.5% | +232.4% | +232.3% |
| 5Y | +228.0% | -66.4% | +294.4% | +284.5% |
| All | +333.1% | +323.9% | +9.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 10y: compounded portfolio wealth divided by compounded HUBS 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…
10y analysis · Full analysis span regression · 6 months rolling