+312.1%
ROST vs HUBB
+446.9%
-134.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +1.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | -6.9% | -10.0% | +3.1% | -2.0% |
| 3M | -3.3% | -1.6% | -1.7% | -3.8% |
| 6M | +9.0% | -3.1% | +12.1% | +8.6% |
| YTD | +28.9% | +4.6% | +24.3% | +22.6% |
| 1Y | +54.0% | +3.3% | +50.6% | +46.5% |
| 3Y | +100.7% | +46.6% | +54.1% | +47.4% |
| 5Y | +116.0% | +158.7% | -42.6% | +6.2% |
| All | +312.1% | +446.9% | -134.8% | +33.7% |
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 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