+15,187.3%
ROK vs HUBB
+153,832.3%
-138,645.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | +2.8% | +4.8% | -2.1% | +2.7% |
| 30D | -2.4% | -9.3% | +6.9% | -2.2% |
| 3M | -4.7% | -3.9% | -0.8% | -4.6% |
| 6M | +16.8% | -0.8% | +17.6% | +16.8% |
| YTD | +11.4% | +5.6% | +5.8% | +11.2% |
| 1Y | +26.2% | +7.7% | +18.4% | +26.0% |
| 3Y | +51.9% | +47.5% | +4.4% | +50.7% |
| 5Y | +46.4% | +153.7% | -107.3% | +43.8% |
| 10Y | +343.5% | +433.0% | -89.5% | +331.0% |
| All | +15,187.3% | +153,832.3% | -138,645.0% | +15,885.4% |
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