+1,992.3%
RSG vs HUBB
+2,253.2%
-261.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | +3.7% | -9.6% | +13.3% | +6.8% |
| 3M | +6.2% | -6.2% | +12.3% | +7.2% |
| 6M | -2.8% | -6.2% | +3.4% | -2.4% |
| YTD | +5.9% | +3.4% | +2.5% | +2.5% |
| 1Y | -1.8% | +5.3% | -7.1% | -6.0% |
| 3Y | +57.5% | +44.4% | +13.1% | +30.3% |
| 5Y | +91.1% | +152.4% | -61.3% | +26.9% |
| 10Y | +428.1% | +437.0% | -9.0% | +159.6% |
| All | +1,992.3% | +2,253.2% | -261.0% | +490.9% |
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