+0.8%
ROL vs HUBB
+48.8%
-48.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -3.4% | +4.8% | -8.3% | -3.7% |
| 30D | -6.9% | -9.3% | +2.4% | -6.4% |
| 3M | -24.6% | -3.9% | -20.7% | -24.6% |
| 6M | -39.5% | -0.8% | -38.7% | -39.8% |
| YTD | -41.1% | +5.6% | -46.7% | -41.8% |
| 1Y | -37.9% | +7.7% | -45.7% | -39.0% |
| 3Y | +0.8% | +47.5% | -46.7% | -7.4% |
| All | +0.8% | +48.8% | -48.0% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling