+43.4%
DLTR vs HUBB
+446.9%
-403.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -8.1% | -10.0% | +1.8% | -5.2% |
| 3M | +2.9% | -1.6% | +4.5% | +2.4% |
| 6M | +4.3% | -3.1% | +7.4% | +3.7% |
| YTD | -3.9% | +4.6% | -8.5% | -7.2% |
| 1Y | +18.9% | +3.3% | +15.5% | +15.1% |
| 3Y | +1.9% | +46.6% | -44.7% | -16.1% |
| 5Y | +31.0% | +158.7% | -127.7% | -16.9% |
| All | +43.4% | +446.9% | -403.4% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling