-27.0%
RKT vs HUBS
-13.3%
-13.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | -7.2% | -12.4% | +5.1% | -3.7% |
| 30D | -7.9% | +1.4% | -9.3% | -8.6% |
| 3M | +5.2% | +16.0% | -10.8% | -0.8% |
| 6M | -14.9% | -17.0% | +2.1% | -14.6% |
| YTD | -31.9% | -44.3% | +12.4% | -23.4% |
| 1Y | -36.9% | -54.3% | +17.4% | -24.7% |
| 3Y | +35.7% | -58.4% | +94.1% | +61.1% |
| 5Y | -9.7% | -66.7% | +57.0% | -0.9% |
| All | -27.0% | -13.3% | -13.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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