+212.7%
ROL vs HUBB
+382.2%
-169.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.1% |
| 7D | -1.7% | +4.6% | -6.3% | -2.8% |
| 30D | +18.5% | -8.4% | +26.9% | +20.9% |
| 3M | +4.3% | -14.3% | +18.7% | +8.1% |
| 6M | -27.7% | -9.3% | -18.4% | -26.8% |
| YTD | -35.8% | -0.5% | -35.3% | -37.2% |
| 1Y | -34.1% | -2.1% | -32.0% | -35.3% |
| 3Y | +2.9% | +57.2% | -54.3% | -16.7% |
| 5Y | +12.7% | +127.1% | -114.4% | -22.6% |
| All | +212.7% | +382.2% | -169.5% | +64.2% |
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