+392.2%
DAL vs HUBB
+1,178.3%
-786.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +0.3% |
| 7D | +8.8% | +1.7% | +7.1% | +7.3% |
| 30D | +5.4% | -9.7% | +15.1% | +12.6% |
| 3M | -4.9% | -15.2% | +10.2% | +5.9% |
| 6M | +19.8% | -14.0% | +33.8% | +30.4% |
| YTD | +27.0% | -2.4% | +29.4% | +24.5% |
| 1Y | +52.5% | -5.8% | +58.3% | +53.1% |
| 3Y | +173.8% | +60.4% | +113.4% | +79.0% |
| 5Y | +104.5% | +125.4% | -20.9% | -1.3% |
| 10Y | +129.7% | +409.7% | -280.0% | -41.1% |
| All | +392.2% | +1,178.3% | -786.0% | -51.6% |
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