+42.1%
DLR vs HUBB
+148.7%
-106.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | -1.2% | -9.6% | +8.4% | +2.4% |
| 3M | +2.9% | -6.2% | +9.1% | +4.7% |
| 6M | +6.7% | -6.2% | +12.8% | +7.7% |
| YTD | +23.9% | +3.4% | +20.5% | +20.3% |
| 1Y | +18.6% | +5.3% | +13.3% | +13.8% |
| 3Y | +59.7% | +44.4% | +15.3% | +30.4% |
| 5Y | +42.1% | +152.4% | -110.3% | -15.8% |
| All | +42.1% | +148.7% | -106.6% | -15.8% |
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