+66.4%
DOCN vs HUBB
+154.2%
-87.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.4% | -11.4% | -12.6% |
| 7D | -29.3% | -4.4% | -24.8% | -26.4% |
| 30D | -46.0% | -13.7% | -32.3% | -39.6% |
| 3M | -43.2% | -18.2% | -25.0% | -34.2% |
| 6M | -53.7% | -17.0% | -36.7% | -47.5% |
| YTD | +46.9% | -4.9% | +51.8% | +47.9% |
| 1Y | +54.3% | -9.4% | +63.8% | +61.3% |
| 3Y | +185.5% | +54.4% | +131.1% | +99.3% |
| 5Y | -31.1% | +119.8% | -150.9% | -66.7% |
| All | +66.4% | +154.2% | -87.8% | -21.1% |
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