-99.9%
DFNS vs HUBB
+148.7%
-248.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -5.9% |
| 7D | +4.6% | +1.1% | +3.6% | +5.2% |
| 30D | -73.9% | -9.6% | -64.3% | -75.8% |
| 3M | -71.7% | -6.2% | -65.5% | -72.6% |
| 6M | -94.6% | -6.2% | -88.4% | -94.7% |
| YTD | -98.1% | +3.4% | -101.4% | -98.0% |
| 1Y | -98.3% | +5.3% | -103.6% | -98.2% |
| 3Y | -99.9% | +44.4% | -144.2% | -99.9% |
| 5Y | -99.9% | +152.4% | -252.2% | -99.9% |
| All | -99.9% | +148.7% | -248.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling