+583.4%
DG vs HUBB
+1,332.2%
-748.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.4% | +0.5% | +7.9% | +8.2% |
| 30D | +4.9% | -10.0% | +15.0% | +7.2% |
| 3M | +29.3% | -4.8% | +34.1% | +29.9% |
| 6M | -11.3% | -5.6% | -5.7% | -11.1% |
| YTD | +1.8% | +4.7% | -2.9% | -0.6% |
| 1Y | +25.3% | +6.7% | +18.7% | +21.6% |
| 3Y | +9.1% | +45.8% | -36.7% | -4.9% |
| 5Y | -34.9% | +145.9% | -180.8% | -51.9% |
| 10Y | +108.2% | +418.6% | -310.4% | +19.6% |
| All | +583.4% | +1,332.2% | -748.8% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling