+70.5%
DOCN vs HUBB
+160.6%
-90.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.7% |
| 7D | -19.2% | +1.7% | -20.8% | -19.7% |
| 30D | -43.1% | -9.7% | -33.4% | -38.4% |
| 3M | -40.7% | -15.2% | -25.5% | -33.1% |
| 6M | -55.0% | -14.0% | -41.0% | -50.2% |
| YTD | +50.6% | -2.4% | +53.1% | +48.9% |
| 1Y | +54.0% | -5.8% | +59.8% | +56.3% |
| 3Y | +203.9% | +60.4% | +143.5% | +106.4% |
| 5Y | -29.4% | +125.4% | -154.8% | -66.5% |
| All | +70.5% | +160.6% | -90.1% | -20.6% |
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