+3,599.4%
DLR vs HUBB
+1,619.8%
+1,979.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -4.3% | -10.0% | +5.7% | +0.1% |
| 3M | +3.8% | -1.6% | +5.4% | +3.8% |
| 6M | +5.8% | -3.1% | +8.9% | +5.8% |
| YTD | +23.5% | +4.6% | +19.0% | +19.1% |
| 1Y | +11.1% | +3.3% | +7.7% | +7.0% |
| 3Y | +57.9% | +46.6% | +11.3% | +26.1% |
| 5Y | +44.0% | +158.7% | -114.7% | -12.9% |
| 10Y | +176.0% | +443.5% | -267.5% | +8.0% |
| All | +3,599.4% | +1,619.8% | +1,979.6% | +575.8% |
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 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