-38.0%
DOCS vs HUBB
+160.3%
-198.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | +7.8% | -6.9% | +14.6% | +10.3% |
| 3M | +20.0% | -13.8% | +33.8% | +26.0% |
| 6M | +26.5% | -9.8% | +36.3% | +29.0% |
| YTD | -25.8% | +0.3% | -26.1% | -29.9% |
| 1Y | -39.5% | -3.3% | -36.1% | -41.9% |
| 3Y | +60.3% | +61.0% | -0.7% | +10.2% |
| 5Y | -57.0% | +128.5% | -185.5% | -78.5% |
| All | -38.0% | +160.3% | -198.3% | -70.3% |
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