+84.2%
DOCN vs HUBB
+168.0%
-83.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +6.0% |
| 7D | -12.8% | +1.8% | -14.6% | -13.4% |
| 30D | -41.9% | -6.9% | -35.1% | -38.5% |
| 3M | -36.9% | -13.8% | -23.1% | -29.6% |
| 6M | -52.2% | -9.8% | -42.4% | -49.0% |
| YTD | +62.7% | +0.3% | +62.4% | +57.7% |
| 1Y | +58.2% | -3.3% | +61.6% | +57.8% |
| 3Y | +219.5% | +61.0% | +158.4% | +116.5% |
| 5Y | -32.9% | +128.5% | -161.4% | -68.7% |
| All | +84.2% | +168.0% | -83.7% | -15.9% |
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