+3,455.1%
DLR vs HUBB
+1,532.3%
+1,922.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.3% | +1.8% | +1.6% | +2.6% |
| 30D | +4.6% | -7.7% | +12.3% | +7.9% |
| 3M | -8.3% | -13.6% | +5.3% | -2.7% |
| 6M | -5.6% | -9.1% | +3.5% | -2.8% |
| YTD | +18.7% | -0.7% | +19.5% | +16.7% |
| 1Y | +17.1% | +1.1% | +16.0% | +14.0% |
| 3Y | +54.4% | +56.2% | -1.8% | +19.7% |
| 5Y | +36.5% | +126.6% | -90.1% | -12.6% |
| 10Y | +187.7% | +384.6% | -196.9% | +18.7% |
| All | +3,455.1% | +1,532.3% | +1,922.8% | +562.4% |
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