+4.3%
DT vs HUBB
+44.4%
-40.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +0.1% | -9.6% | +9.7% | +2.1% |
| 3M | +24.1% | -6.2% | +30.3% | +24.8% |
| 6M | +30.1% | -6.2% | +36.3% | +29.5% |
| YTD | +16.8% | +3.4% | +13.4% | +11.8% |
| 1Y | -0.1% | +5.3% | -5.4% | -5.5% |
| All | +4.3% | +44.4% | -40.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling