+741.1%
DECK vs HUBB
+418.0%
+323.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | +0.5% | -2.8% | -2.5% |
| 30D | -13.6% | -10.0% | -3.6% | -8.7% |
| 3M | -21.2% | -4.8% | -16.5% | -20.6% |
| 6M | -21.1% | -5.6% | -15.5% | -20.5% |
| YTD | -17.2% | +4.7% | -21.9% | -21.9% |
| 1Y | -30.7% | +6.7% | -37.4% | -35.9% |
| 3Y | -3.4% | +45.8% | -49.1% | -27.0% |
| 5Y | +25.5% | +145.9% | -120.4% | -32.8% |
| All | +741.1% | +418.0% | +323.2% | +172.5% |
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