+95.9%
RIO vs HUBB
+44.4%
+51.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +4.0% | -9.6% | +13.6% | +6.4% |
| 3M | +4.5% | -6.2% | +10.7% | +5.8% |
| 6M | +17.3% | -6.2% | +23.5% | +18.1% |
| YTD | +36.2% | +3.4% | +32.8% | +34.0% |
| 1Y | +76.1% | +5.3% | +70.8% | +72.3% |
| All | +95.9% | +44.4% | +51.5% | +72.8% |
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 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