+92.0%
RIO vs HUBB
+148.7%
-56.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | +0.6% | -12.7% | +13.2% | +3.9% |
| 3M | +2.5% | -2.9% | +5.5% | +2.9% |
| 6M | +10.8% | -4.8% | +15.6% | +11.2% |
| YTD | +30.5% | +2.8% | +27.7% | +28.5% |
| 1Y | +68.1% | +3.5% | +64.6% | +65.0% |
| 3Y | +94.0% | +43.5% | +50.5% | +70.5% |
| 5Y | +92.0% | +154.2% | -62.2% | +38.1% |
| All | +92.0% | +148.7% | -56.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling