+161.9%
DAL vs HUBB
+57.4%
+104.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.5% |
| 7D | +1.4% | +4.6% | -3.2% | -1.1% |
| 30D | +9.1% | -8.4% | +17.4% | +14.2% |
| 3M | -3.5% | -14.3% | +10.9% | +4.9% |
| 6M | +23.4% | -9.3% | +32.7% | +28.1% |
| YTD | +26.0% | -0.5% | +26.6% | +21.5% |
| 1Y | +44.6% | -2.1% | +46.8% | +40.7% |
| All | +161.9% | +57.4% | +104.5% | +80.7% |
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