+54,149.7%
DHR vs HUBB
+150,593.0%
-96,443.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -2.4% | +1.1% | -3.5% | -2.4% |
| 30D | -2.2% | -9.6% | +7.5% | -2.0% |
| 3M | +9.0% | -6.2% | +15.1% | +9.0% |
| 6M | +3.5% | -6.2% | +9.6% | +3.5% |
| YTD | -10.1% | +3.4% | -13.5% | -10.2% |
| 1Y | +6.2% | +5.3% | +0.9% | +6.1% |
| 3Y | -5.4% | +44.4% | -49.7% | -5.8% |
| 5Y | -27.9% | +152.4% | -180.3% | -28.7% |
| 10Y | +215.7% | +437.0% | -221.3% | +209.9% |
| All | +54,149.7% | +150,593.0% | -96,443.3% | +64,525.0% |
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 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