+129.7%
ROP vs HUBB
+446.9%
-317.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -1.7% | -10.0% | +8.3% | +2.1% |
| 3M | +17.1% | -1.6% | +18.7% | +16.2% |
| 6M | +10.9% | -3.1% | +13.9% | +9.5% |
| YTD | -12.1% | +4.6% | -16.7% | -16.5% |
| 1Y | -24.2% | +3.3% | -27.6% | -28.2% |
| 3Y | -20.4% | +46.6% | -66.9% | -39.0% |
| 5Y | -15.4% | +158.7% | -174.1% | -53.7% |
| All | +129.7% | +446.9% | -317.2% | -21.5% |
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