+52.3%
ROST vs HUBB
+8.5%
+43.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -8.9% | -10.0% | +1.1% | -6.9% |
| 3M | -0.8% | -4.8% | +3.9% | -0.4% |
| 6M | +8.5% | -5.6% | +14.0% | +8.2% |
| YTD | +28.6% | +4.7% | +23.9% | +24.0% |
| 1Y | +52.3% | +6.7% | +45.7% | +41.0% |
| All | +52.3% | +8.5% | +43.9% | +41.0% |
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