+52.7%
ROST vs HUBB
-4.0%
+56.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.5% | +8.6% | +6.6% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | +8.6% | -8.8% | +17.4% | +10.4% |
| 3M | -1.9% | -12.5% | +10.5% | +0.5% |
| 6M | +9.1% | -14.5% | +23.7% | +12.0% |
| YTD | +37.2% | -0.4% | +37.7% | +31.8% |
| 1Y | +52.7% | -3.4% | +56.2% | +49.7% |
| All | +52.7% | -4.0% | +56.7% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling