+196.8%
DKS vs HUBB
+446.9%
-250.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -33.4% | -10.0% | -23.4% | -29.0% |
| 3M | -39.4% | -1.6% | -37.8% | -39.6% |
| 6M | -30.1% | -3.1% | -27.0% | -30.5% |
| YTD | -31.0% | +4.6% | -35.5% | -35.0% |
| 1Y | -40.2% | +3.3% | -43.5% | -43.6% |
| 3Y | +30.9% | +46.6% | -15.6% | -5.6% |
| 5Y | +14.0% | +158.7% | -144.7% | -47.1% |
| All | +196.8% | +446.9% | -250.1% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling