-98.2%
DFNS vs HUBB
+3.7%
-101.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -3.3% | -1.7% | -1.7% | -2.8% |
| 30D | -73.1% | -12.7% | -60.4% | -72.2% |
| 3M | -71.4% | -2.9% | -68.4% | -71.1% |
| 6M | -93.8% | -4.8% | -89.1% | -94.1% |
| YTD | -98.0% | +2.8% | -100.8% | -98.3% |
| 1Y | -98.2% | +3.5% | -101.7% | -98.5% |
| All | -98.2% | +3.7% | -101.9% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling