+88.3%
DT vs HUBB
+284.4%
-196.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +2.7% | +4.6% | -1.8% | +0.8% |
| 30D | -30.4% | -8.4% | -22.0% | -28.1% |
| 3M | -9.4% | -14.3% | +4.9% | -4.0% |
| 6M | +14.5% | -9.3% | +23.8% | +17.0% |
| YTD | +3.6% | -0.5% | +4.1% | -1.0% |
| 1Y | -3.4% | -2.1% | -1.3% | -7.2% |
| 3Y | -11.1% | +57.2% | -68.3% | -36.6% |
| 5Y | -39.5% | +127.1% | -166.6% | -66.3% |
| All | +88.3% | +284.4% | -196.2% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling