+95.7%
DOCU vs HUBB
+391.9%
-296.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -5.5% |
| 30D | +9.4% | -6.9% | +16.2% | +11.7% |
| 3M | +29.0% | -13.8% | +42.8% | +34.9% |
| 6M | +62.3% | -9.8% | +72.1% | +64.9% |
| YTD | +13.7% | +0.3% | +13.4% | +8.7% |
| 1Y | +11.5% | -3.3% | +14.9% | +8.2% |
| 3Y | +94.2% | +61.0% | +33.2% | +47.3% |
| 5Y | -71.7% | +128.5% | -200.2% | -81.7% |
| All | +95.7% | +391.9% | -296.3% | +1.1% |
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