-99.9%
DFNS vs HUBB
+48.8%
-148.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | 0.0% |
| 7D | +0.8% | +4.8% | -4.0% | +5.4% |
| 30D | -73.2% | -9.3% | -63.9% | -76.1% |
| 3M | -72.4% | -3.9% | -68.6% | -73.3% |
| 6M | -95.2% | -0.8% | -94.4% | -95.1% |
| YTD | -98.0% | +5.6% | -103.6% | -97.8% |
| 1Y | -98.3% | +7.7% | -106.0% | -98.1% |
| 3Y | -99.9% | +47.5% | -147.3% | -99.9% |
| All | -99.9% | +48.8% | -148.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling