+126.4%
DAL vs HUBB
+430.1%
-303.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | +3.4% | +4.8% | -1.5% | 0.0% |
| 30D | -13.6% | -9.3% | -4.3% | -7.5% |
| 3M | +1.2% | -3.9% | +5.1% | +2.8% |
| 6M | +34.5% | -0.8% | +35.3% | +32.1% |
| YTD | +14.7% | +5.6% | +9.1% | +7.1% |
| 1Y | +29.2% | +7.7% | +21.5% | +18.3% |
| 3Y | +100.0% | +47.5% | +52.5% | +39.4% |
| 5Y | +106.3% | +153.7% | -47.4% | -10.6% |
| 10Y | +126.4% | +433.0% | -306.6% | -45.1% |
| All | +126.4% | +430.1% | -303.7% | -45.1% |
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 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