+41,132.7%
RMD vs HUBB
+3,675.4%
+37,457.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | +2.2% | -10.0% | +12.2% | +5.9% |
| 3M | +17.8% | -4.8% | +22.6% | +18.8% |
| 6M | -11.3% | -5.6% | -5.8% | -10.9% |
| YTD | -4.4% | +4.7% | -9.1% | -7.9% |
| 1Y | -15.7% | +6.7% | -22.4% | -19.7% |
| 3Y | +47.7% | +45.8% | +2.0% | +21.4% |
| 5Y | -19.2% | +145.9% | -165.1% | -46.5% |
| 10Y | +280.4% | +418.6% | -138.2% | +82.6% |
| All | +41,132.7% | +3,675.4% | +37,457.3% | +9,732.8% |
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 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