-23.6%
RKT vs HUBB
+270.2%
-293.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +6.0% | +4.8% | +1.1% | +3.8% |
| 30D | +0.7% | -9.3% | +10.0% | +5.2% |
| 3M | +11.8% | -3.9% | +15.7% | +13.1% |
| 6M | -7.6% | -0.8% | -6.8% | -8.3% |
| YTD | -28.7% | +5.6% | -34.2% | -31.2% |
| 1Y | -32.6% | +7.7% | -40.3% | -35.8% |
| 3Y | +42.1% | +47.5% | -5.4% | +11.9% |
| 5Y | -7.2% | +153.7% | -160.8% | -46.1% |
| All | -23.6% | +270.2% | -293.8% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling