+7.4%
DASH vs HUBB
+147.2%
-139.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | +0.5% | -11.1% | -10.8% |
| 30D | +2.2% | -10.0% | +12.2% | +7.1% |
| 3M | +32.3% | -4.8% | +37.0% | +33.6% |
| 6M | +19.1% | -5.6% | +24.7% | +19.1% |
| YTD | -6.5% | +4.7% | -11.2% | -12.4% |
| 1Y | -14.9% | +6.7% | -21.6% | -21.4% |
| 3Y | +151.9% | +45.8% | +106.2% | +84.0% |
| All | +7.4% | +147.2% | -139.8% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling