+21.8%
DG vs HUBB
+57.0%
-35.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | +0.3% | +1.8% | -1.5% | +0.3% |
| 30D | +3.2% | -7.7% | +10.9% | +3.2% |
| 3M | +10.4% | -13.6% | +24.0% | +10.5% |
| 6M | +33.2% | -9.1% | +42.3% | +33.0% |
| YTD | +3.0% | -0.7% | +3.7% | +2.2% |
| 1Y | +31.2% | +1.1% | +30.2% | +30.2% |
| 3Y | +21.8% | +56.2% | -34.4% | +12.4% |
| All | +21.8% | +57.0% | -35.2% | +12.4% |
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