+95.0%
ROST vs HUBB
+57.0%
+38.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | +0.5% | -7.7% | +8.2% | +2.4% |
| 3M | -5.2% | -13.6% | +8.3% | -1.9% |
| 6M | +9.8% | -9.1% | +19.0% | +11.6% |
| YTD | +29.4% | -0.7% | +30.1% | +27.3% |
| 1Y | +44.4% | +1.1% | +43.3% | +41.1% |
| 3Y | +95.0% | +56.2% | +38.8% | +48.6% |
| All | +95.0% | +57.0% | +38.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling