+40,726.6%
HUBB vs DAR
+1,481.7%
+39,244.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | +4.6% | +9.2% | -4.6% | +4.0% |
| 30D | -8.4% | -12.3% | +3.9% | -7.6% |
| 3M | -14.3% | -12.7% | -1.6% | -13.7% |
| 6M | -9.3% | -12.8% | +3.4% | -8.7% |
| YTD | -0.5% | +53.8% | -54.3% | -3.5% |
| 1Y | -2.1% | +60.3% | -62.4% | -5.3% |
| 3Y | +57.2% | +31.7% | +25.5% | +52.7% |
| 5Y | +127.1% | -27.7% | +154.9% | +127.4% |
| 10Y | +385.7% | +309.8% | +75.9% | +343.2% |
| All | +40,726.6% | +1,481.7% | +39,244.9% | +146,593.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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