+70,520.4%
ROST vs HUBB
+153,832.3%
-83,311.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +0.2% | +4.8% | -4.6% | +0.2% |
| 30D | -10.0% | -9.3% | -0.7% | -9.9% |
| 3M | +1.2% | -3.9% | +5.1% | +1.2% |
| 6M | +8.9% | -0.8% | +9.8% | +8.9% |
| YTD | +28.1% | +5.6% | +22.5% | +28.0% |
| 1Y | +53.0% | +7.7% | +45.2% | +52.8% |
| 3Y | +97.9% | +47.5% | +50.4% | +96.9% |
| 5Y | +112.0% | +153.7% | -41.7% | +109.9% |
| 10Y | +303.0% | +433.0% | -130.1% | +297.1% |
| All | +70,520.4% | +153,832.3% | -83,311.8% | +100,181.9% |
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