-38.5%
DG vs HUBB
+148.7%
-187.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.4% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | +1.8% | -9.6% | +11.4% | +2.6% |
| 3M | +14.5% | -6.2% | +20.7% | +14.8% |
| 6M | -13.6% | -6.2% | -7.4% | -13.6% |
| YTD | -4.8% | +3.4% | -8.2% | -6.1% |
| 1Y | +21.6% | +5.3% | +16.2% | +19.6% |
| 3Y | +4.5% | +44.4% | -39.9% | -4.2% |
| 5Y | -38.5% | +152.4% | -190.8% | -55.2% |
| All | -38.5% | +148.7% | -187.1% | -55.2% |
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