-22.2%
DKNG vs HUBB
+46.2%
-68.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.6% | +3.7% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | -3.0% | -10.0% | +6.9% | +1.0% |
| 3M | -17.6% | -1.6% | -16.0% | -18.6% |
| 6M | -3.2% | -3.1% | -0.2% | -5.4% |
| YTD | -28.2% | +4.6% | -32.8% | -33.8% |
| 1Y | -46.1% | +3.3% | -49.4% | -50.2% |
| 3Y | -22.2% | +46.6% | -68.8% | -43.0% |
| All | -22.2% | +46.2% | -68.3% | -43.0% |
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 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