+173.8%
DAL vs HUBB
+58.1%
+115.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +0.7% |
| 7D | +8.8% | +1.7% | +7.1% | +7.6% |
| 30D | +5.4% | -9.7% | +15.1% | +11.1% |
| 3M | -4.9% | -15.2% | +10.2% | +3.8% |
| 6M | +19.8% | -14.0% | +33.8% | +28.4% |
| YTD | +27.0% | -2.4% | +29.4% | +23.7% |
| 1Y | +52.5% | -5.8% | +58.3% | +51.8% |
| 3Y | +173.8% | +60.4% | +113.4% | +89.5% |
| All | +173.8% | +58.1% | +115.8% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling