-50.3%
DOCS vs HUBB
+171.6%
-221.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | +0.5% | -2.0% | -1.6% |
| 30D | +21.8% | -10.0% | +31.8% | +26.8% |
| 3M | +27.3% | -4.8% | +32.1% | +28.1% |
| 6M | -0.3% | -5.6% | +5.2% | -0.8% |
| YTD | -40.5% | +4.7% | -45.2% | -44.4% |
| 1Y | -61.5% | +6.7% | -68.2% | -64.6% |
| 3Y | +8.2% | +45.8% | -37.6% | -20.1% |
| 5Y | -73.4% | +145.9% | -219.4% | -87.2% |
| All | -50.3% | +171.6% | -221.8% | -76.5% |
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