+209.8%
RSP vs HUBB
+427.3%
-217.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | -2.5% | -9.6% | +7.1% | +1.6% |
| 3M | +3.0% | -6.2% | +9.2% | +4.8% |
| 6M | +8.9% | -6.2% | +15.1% | +10.0% |
| YTD | +13.0% | +3.4% | +9.6% | +8.7% |
| 1Y | +16.2% | +5.3% | +10.9% | +10.3% |
| 3Y | +52.7% | +44.4% | +8.3% | +19.1% |
| 5Y | +50.5% | +152.4% | -101.9% | -15.7% |
| 10Y | +209.8% | +437.0% | -227.2% | +12.3% |
| All | +209.8% | +427.3% | -217.5% | +12.3% |
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