-96.3%
DFNS vs HUBB
-10.0%
-86.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.2% | -18.1% | -18.8% |
| 7D | -12.7% | +4.6% | -17.2% | -14.5% |
| 30D | -65.2% | -8.4% | -56.9% | -63.7% |
| 3M | -94.6% | -14.3% | -80.2% | -94.4% |
| All | -96.3% | -10.0% | -86.3% | -96.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling