+888.8%
DECK vs HUBB
+389.7%
+499.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.8% |
| 7D | +6.0% | -4.4% | +10.5% | +8.3% |
| 30D | +7.4% | -13.7% | +21.2% | +15.7% |
| 3M | -11.7% | -18.2% | +6.6% | -2.4% |
| 6M | -11.0% | -17.0% | +6.1% | -3.9% |
| YTD | -15.4% | -4.9% | -10.5% | -16.5% |
| 1Y | +7.2% | -9.4% | +16.7% | +8.6% |
| 3Y | -11.8% | +54.4% | -66.3% | -35.8% |
| 5Y | +24.3% | +119.8% | -95.5% | -29.4% |
| All | +888.8% | +389.7% | +499.1% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling