+44.0%
HUBB vs DBX
+25.2%
+18.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | -12.7% | +2.8% | -15.5% | -13.0% |
| 3M | -2.9% | +26.8% | -29.7% | -5.9% |
| 6M | -4.8% | +32.8% | -37.6% | -8.8% |
| YTD | +2.8% | +26.1% | -23.3% | -0.4% |
| 1Y | +3.5% | +14.1% | -10.6% | +2.7% |
| All | +44.0% | +25.2% | +18.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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