+114.1%
DT vs HUBB
+304.1%
-190.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +3.0% | -10.0% | +13.0% | +7.5% |
| 3M | +26.5% | -1.6% | +28.1% | +25.7% |
| 6M | +35.9% | -3.1% | +39.0% | +33.9% |
| YTD | +17.8% | +4.6% | +13.3% | +10.9% |
| 1Y | +4.1% | +3.3% | +0.7% | -2.2% |
| 3Y | +5.3% | +46.6% | -41.3% | -21.2% |
| 5Y | -27.2% | +158.7% | -185.8% | -61.8% |
| All | +114.1% | +304.1% | -190.0% | -23.0% |
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