+103.3%
DOCU vs HUBB
+386.8%
-283.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.1% | +1.8% | +2.3% | +3.4% |
| 30D | +7.4% | -7.7% | +15.0% | +10.0% |
| 3M | +26.0% | -13.6% | +39.6% | +31.7% |
| 6M | +79.2% | -9.1% | +88.3% | +81.4% |
| YTD | +18.1% | -0.7% | +18.8% | +13.3% |
| 1Y | +20.5% | +1.1% | +19.5% | +14.7% |
| 3Y | +96.4% | +56.2% | +40.2% | +50.8% |
| 5Y | -69.5% | +126.6% | -196.1% | -80.2% |
| All | +103.3% | +386.8% | -283.6% | +5.4% |
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