+584.5%
RIO vs HUBB
+446.9%
+137.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +0.9% | -10.0% | +10.9% | +5.3% |
| 3M | -1.4% | -1.6% | +0.2% | -1.5% |
| 6M | +10.9% | -3.1% | +14.0% | +10.7% |
| YTD | +31.2% | +4.6% | +26.6% | +26.4% |
| 1Y | +67.9% | +3.3% | +64.6% | +61.9% |
| 3Y | +88.8% | +46.6% | +42.2% | +46.9% |
| 5Y | +93.1% | +158.7% | -65.6% | +5.2% |
| All | +584.5% | +446.9% | +137.6% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling