+24,936.4%
ROP vs HUBB
+91,177.3%
-66,240.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -4.4% | +0.5% | -5.0% | -4.4% |
| 30D | +3.2% | -10.0% | +13.2% | +3.3% |
| 3M | +23.1% | -4.8% | +27.8% | +23.1% |
| 6M | +13.3% | -5.6% | +18.9% | +13.3% |
| YTD | -7.9% | +4.7% | -12.5% | -8.0% |
| 1Y | -22.1% | +6.7% | -28.7% | -22.2% |
| 3Y | -16.8% | +45.8% | -62.6% | -17.2% |
| 5Y | -13.5% | +145.9% | -159.5% | -14.5% |
| 10Y | +137.7% | +418.6% | -280.9% | +133.6% |
| All | +24,936.4% | +91,177.3% | -66,240.8% | +27,109.2% |
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 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