+726.4%
DECK vs HUBB
+382.2%
+344.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -3.7% |
| 7D | -3.7% | +4.6% | -8.2% | -5.9% |
| 30D | +0.6% | -8.4% | +9.0% | +4.9% |
| 3M | -7.3% | -14.3% | +7.0% | 0.0% |
| 6M | -10.9% | -9.3% | -1.6% | -8.4% |
| YTD | -18.5% | -0.5% | -18.0% | -21.4% |
| 1Y | +0.2% | -2.1% | +2.3% | -2.7% |
| 3Y | -19.8% | +57.2% | -77.1% | -42.0% |
| 5Y | +18.7% | +127.1% | -108.5% | -33.6% |
| All | +726.4% | +382.2% | +344.2% | +192.9% |
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