+363.7%
HUBB vs DBX
+16.6%
+347.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.5% |
| 7D | +4.8% | -1.3% | +6.1% | +5.1% |
| 30D | -9.3% | -2.9% | -6.4% | -8.9% |
| 3M | -3.9% | +23.8% | -27.7% | -8.7% |
| 6M | -0.8% | +26.2% | -27.0% | -7.0% |
| YTD | +5.6% | +21.6% | -16.0% | -0.4% |
| 1Y | +7.7% | +11.4% | -3.7% | +3.4% |
| 3Y | +47.5% | +21.3% | +26.2% | +35.8% |
| 5Y | +153.7% | +6.7% | +147.0% | +134.5% |
| All | +363.7% | +16.6% | +347.2% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling