+12.4%
DKS vs HUBB
+148.7%
-136.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.7% | -1.7% | -3.1% | -4.0% |
| 30D | -35.1% | -12.7% | -22.4% | -30.6% |
| 3M | -37.7% | -2.9% | -34.8% | -37.5% |
| 6M | -30.7% | -4.8% | -26.0% | -30.5% |
| YTD | -31.9% | +2.8% | -34.7% | -34.8% |
| 1Y | -40.0% | +3.5% | -43.5% | -43.0% |
| 3Y | +28.4% | +43.5% | -15.1% | -0.8% |
| 5Y | +12.4% | +154.2% | -141.8% | -44.3% |
| All | +12.4% | +148.7% | -136.3% | -44.3% |
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 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