+17.1%
DLR vs HUBB
-1.9%
+19.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.3% | +1.8% | +1.6% | +2.8% |
| 30D | +4.6% | -7.7% | +12.3% | +6.6% |
| 3M | -8.3% | -13.6% | +5.3% | -5.1% |
| 6M | -5.6% | -9.1% | +3.5% | -4.0% |
| YTD | +18.7% | -0.7% | +19.5% | +15.2% |
| 1Y | +17.1% | +1.1% | +16.0% | +13.0% |
| All | +17.1% | -1.9% | +19.0% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling