+5,598.2%
DKS vs HUBB
+2,588.7%
+3,009.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +2.0% |
| 7D | -2.9% | +1.1% | -4.0% | -3.6% |
| 30D | -37.7% | -9.6% | -28.1% | -33.9% |
| 3M | -38.9% | -6.2% | -32.7% | -37.4% |
| 6M | -31.1% | -6.2% | -24.9% | -30.1% |
| YTD | -31.8% | +3.4% | -35.2% | -35.0% |
| 1Y | -38.0% | +5.3% | -43.4% | -41.9% |
| 3Y | +28.6% | +44.4% | -15.7% | -3.5% |
| 5Y | +12.5% | +152.4% | -139.8% | -41.9% |
| 10Y | +198.3% | +437.0% | -238.7% | -4.0% |
| All | +5,598.2% | +2,588.7% | +3,009.5% | +614.7% |
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