+220.7%
ROL vs HUBB
+381.1%
-160.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +3.0% | +1.8% | +1.2% | +2.5% |
| 30D | +19.8% | -7.7% | +27.5% | +21.9% |
| 3M | +7.9% | -13.6% | +21.5% | +11.5% |
| 6M | -25.6% | -9.1% | -16.5% | -24.8% |
| YTD | -34.1% | -0.7% | -33.4% | -35.5% |
| 1Y | -31.4% | +1.1% | -32.5% | -33.3% |
| 3Y | +4.7% | +56.2% | -51.5% | -15.2% |
| 5Y | +15.6% | +126.6% | -111.0% | -20.6% |
| All | +220.7% | +381.1% | -160.4% | +68.5% |
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 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