-42.0%
RIG vs HUBB
+62,207.6%
-62,249.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.2% |
| 30D | -0.2% | -9.6% | +9.4% | 0.0% |
| 3M | -2.7% | -6.2% | +3.5% | -2.7% |
| 6M | -7.5% | -6.2% | -1.3% | -7.4% |
| YTD | +38.3% | +3.4% | +34.9% | +38.1% |
| 1Y | +81.8% | +5.3% | +76.5% | +81.6% |
| 3Y | -30.2% | +44.4% | -74.6% | -30.6% |
| 5Y | +59.9% | +152.4% | -92.4% | +57.6% |
| 10Y | -41.9% | +437.0% | -479.0% | -43.1% |
| All | -42.0% | +62,207.6% | -62,249.6% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling