+87.8%
DT vs HUBB
+283.6%
-195.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.1% | +1.8% | +1.4% | +2.4% |
| 30D | -29.5% | -7.7% | -21.9% | -27.4% |
| 3M | -11.7% | -13.6% | +1.8% | -6.8% |
| 6M | +29.0% | -9.1% | +38.1% | +31.6% |
| YTD | +3.4% | -0.7% | +4.1% | -1.1% |
| 1Y | -4.2% | +1.1% | -5.3% | -9.4% |
| 3Y | -12.8% | +56.2% | -69.0% | -37.7% |
| 5Y | -39.6% | +126.6% | -166.2% | -66.3% |
| All | +87.8% | +283.6% | -195.7% | -31.4% |
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