+95.6%
DG vs HUBB
+437.4%
-341.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.3% | -1.7% | -4.6% | -6.0% |
| 30D | +2.4% | -12.7% | +15.1% | +4.9% |
| 3M | +12.4% | -2.9% | +15.4% | +12.4% |
| 6M | -14.9% | -4.8% | -10.1% | -15.0% |
| YTD | -6.1% | +2.8% | -8.8% | -7.7% |
| 1Y | +17.9% | +3.5% | +14.3% | +15.4% |
| 3Y | +3.1% | +43.5% | -40.4% | -8.9% |
| 5Y | -38.7% | +154.2% | -192.9% | -54.9% |
| All | +95.6% | +437.4% | -341.8% | +9.8% |
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