+351.3%
DAL vs HUBB
+1,271.3%
-920.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | -13.9% | -10.0% | -3.9% | -7.2% |
| 3M | +1.1% | -4.8% | +5.8% | +3.4% |
| 6M | +26.2% | -5.6% | +31.8% | +28.6% |
| YTD | +16.4% | +4.7% | +11.8% | +9.5% |
| 1Y | +33.9% | +6.7% | +27.2% | +23.4% |
| 3Y | +93.4% | +45.8% | +47.6% | +36.4% |
| 5Y | +106.4% | +145.9% | -39.6% | -6.1% |
| 10Y | +143.0% | +418.6% | -275.6% | -37.9% |
| All | +351.3% | +1,271.3% | -920.1% | -57.4% |
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