+30.8%
RIO vs HUBB
-4.0%
+34.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -11.6% | -8.8% | -2.8% | -9.6% |
| 3M | -12.7% | -12.5% | -0.3% | -9.9% |
| 6M | -12.4% | -14.5% | +2.2% | -9.2% |
| YTD | +11.0% | -0.4% | +11.4% | +8.6% |
| 1Y | +30.8% | -3.4% | +34.3% | +29.7% |
| All | +30.8% | -4.0% | +34.9% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling