-51.1%
DOCS vs HUBB
+120.5%
-171.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -2.7% |
| 7D | -1.3% | -4.4% | +3.1% | +0.2% |
| 30D | +19.4% | -13.7% | +33.1% | +25.5% |
| 3M | +53.4% | -18.2% | +71.6% | +64.3% |
| 6M | +28.8% | -17.0% | +45.8% | +35.5% |
| YTD | -25.1% | -4.9% | -20.2% | -27.9% |
| 1Y | -48.1% | -9.4% | -38.7% | -48.9% |
| 3Y | +51.4% | +54.4% | -3.1% | +5.5% |
| 5Y | -51.1% | +119.8% | -170.9% | -75.9% |
| All | -51.1% | +120.5% | -171.6% | -75.9% |
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