+617.4%
RVMD vs HUBB
+252.3%
+365.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -1.2% | +4.8% | -6.1% | -3.2% |
| 30D | +1.1% | -9.3% | +10.4% | +5.2% |
| 3M | +39.6% | -3.9% | +43.5% | +41.1% |
| 6M | +110.7% | -0.8% | +111.5% | +107.9% |
| YTD | +160.3% | +5.6% | +154.7% | +148.0% |
| 1Y | +404.9% | +7.7% | +397.2% | +374.3% |
| 3Y | +545.5% | +47.5% | +498.0% | +399.0% |
| 5Y | +584.7% | +153.7% | +431.0% | +285.8% |
| All | +617.4% | +252.3% | +365.1% | +217.1% |
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