-52.9%
DOCS vs HUBB
+126.3%
-179.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +2.6% | +1.8% | +0.8% | +1.9% |
| 30D | +11.4% | -7.7% | +19.1% | +14.3% |
| 3M | +25.4% | -13.6% | +38.9% | +31.4% |
| 6M | +42.5% | -9.1% | +51.7% | +44.7% |
| YTD | -24.7% | -0.7% | -24.0% | -28.6% |
| 1Y | -32.9% | +1.1% | -34.0% | -37.1% |
| 3Y | +39.6% | +56.2% | -16.6% | -2.3% |
| All | -52.9% | +126.3% | -179.2% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling