-36.5%
DT vs HUBB
+126.8%
-163.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +2.7% | +4.6% | -1.8% | +1.2% |
| 30D | -30.4% | -8.4% | -22.0% | -28.5% |
| 3M | -9.4% | -14.3% | +4.9% | -5.0% |
| 6M | +14.5% | -9.3% | +23.8% | +16.4% |
| YTD | +3.6% | -0.5% | +4.1% | -0.8% |
| 1Y | -3.4% | -2.1% | -1.3% | -7.1% |
| 3Y | -11.1% | +57.2% | -68.3% | -36.3% |
| All | -36.5% | +126.8% | -163.3% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling