-5.2%
DASH vs HUBB
+190.0%
-195.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | -6.0% | -9.7% | +3.6% | -2.4% |
| 3M | -15.8% | -15.2% | -0.6% | -10.4% |
| 6M | +7.0% | -14.0% | +21.0% | +11.9% |
| YTD | -20.7% | -2.4% | -18.2% | -23.2% |
| 1Y | -8.5% | -5.8% | -2.7% | -10.1% |
| 3Y | +101.8% | +60.4% | +41.4% | +46.8% |
| 5Y | -9.6% | +125.4% | -135.0% | -49.0% |
| All | -5.2% | +190.0% | -195.2% | -41.8% |
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