-55.0%
DOCS vs HUBB
+126.5%
-181.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.6% | -2.6% | +2.0% | +0.3% |
| 30D | +6.3% | -7.7% | +14.0% | +9.0% |
| 3M | +26.5% | -13.0% | +39.5% | +32.2% |
| 6M | +24.8% | -10.6% | +35.4% | +27.6% |
| YTD | -26.8% | -0.6% | -26.2% | -30.6% |
| 1Y | -38.3% | -4.1% | -34.2% | -40.6% |
| 3Y | +36.0% | +57.2% | -21.1% | -5.1% |
| 5Y | -55.0% | +127.2% | -182.1% | -78.3% |
| All | -55.0% | +126.5% | -181.5% | -78.3% |
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