+121.1%
DPZ vs HUBB
+413.4%
-292.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.5% |
| 7D | +3.7% | +1.8% | +1.9% | +3.3% |
| 30D | +8.0% | -6.9% | +14.9% | +9.1% |
| 3M | -4.2% | -13.8% | +9.6% | -2.0% |
| 6M | +4.6% | -9.8% | +14.4% | +5.6% |
| YTD | -18.4% | +0.3% | -18.7% | -19.8% |
| 1Y | -16.8% | -3.3% | -13.4% | -17.7% |
| 3Y | -5.0% | +61.0% | -66.1% | -16.0% |
| 5Y | -27.8% | +128.5% | -156.3% | -40.9% |
| 10Y | +121.1% | +398.9% | -277.8% | +76.6% |
| All | +121.1% | +413.4% | -292.3% | +76.6% |
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