+485.8%
RIOT vs HUBB
+446.9%
+38.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +0.8% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +5.7% | -10.0% | +15.6% | +16.7% |
| 3M | -17.9% | -1.6% | -16.3% | -16.3% |
| 6M | +45.0% | -3.1% | +48.1% | +48.6% |
| YTD | +69.5% | +4.6% | +64.9% | +63.6% |
| 1Y | +37.2% | +3.3% | +33.8% | +34.2% |
| 3Y | +111.7% | +46.6% | +65.2% | +58.6% |
| 5Y | -27.5% | +158.7% | -186.2% | -65.9% |
| All | +485.8% | +446.9% | +38.9% | +27.7% |
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 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