-7.5%
RIG vs HUBB
-1.1%
-6.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.0% |
| 7D | -8.2% | +1.1% | -9.3% | -8.1% |
| 30D | -0.2% | -9.6% | +9.4% | -0.4% |
| 3M | -2.7% | -6.2% | +3.5% | -2.3% |
| 6M | -7.5% | -6.2% | -1.3% | -8.0% |
| All | -7.5% | -1.1% | -6.4% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling