+95.5%
DOCU vs HUBB
+387.7%
-292.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -3.4% | -2.6% | -0.8% | -2.6% |
| 30D | +9.3% | -7.7% | +16.9% | +11.9% |
| 3M | +30.2% | -13.0% | +43.2% | +35.7% |
| 6M | +62.1% | -10.6% | +72.7% | +65.2% |
| YTD | +13.5% | -0.6% | +14.1% | +8.9% |
| 1Y | +11.5% | -4.1% | +15.6% | +8.5% |
| 3Y | +89.5% | +57.2% | +32.3% | +45.1% |
| 5Y | -69.6% | +127.2% | -196.8% | -80.3% |
| All | +95.5% | +387.7% | -292.3% | +1.3% |
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 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