-30.2%
RIG vs HUBB
+46.2%
-76.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.4% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -0.5% | -10.0% | +9.4% | +3.6% |
| 3M | -6.0% | -1.6% | -4.4% | -6.7% |
| 6M | -10.1% | -3.1% | -7.1% | -11.4% |
| YTD | +37.3% | +4.6% | +32.7% | +30.0% |
| 1Y | +73.9% | +3.3% | +70.6% | +65.0% |
| 3Y | -30.2% | +46.6% | -76.8% | -44.3% |
| All | -30.2% | +46.2% | -76.3% | -44.3% |
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