+103.1%
DOCN vs HUBB
+165.2%
-62.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.0% |
| 7D | +19.1% | +1.8% | +17.3% | +17.7% |
| 30D | -21.0% | -7.7% | -13.3% | -15.8% |
| 3M | -34.7% | -13.6% | -21.2% | -27.0% |
| 6M | -45.8% | -9.1% | -36.6% | -42.4% |
| YTD | +79.4% | -0.7% | +80.1% | +75.3% |
| 1Y | +91.0% | +1.1% | +90.0% | +83.8% |
| 3Y | +237.5% | +56.2% | +181.3% | +133.7% |
| 5Y | -30.4% | +126.6% | -157.0% | -67.3% |
| All | +103.1% | +165.2% | -62.1% | -6.5% |
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