+437.9%
HUBB vs DD
+66.6%
+371.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -0.1% | -3.5% | +3.4% | +1.7% |
| 30D | -10.0% | -11.7% | +1.7% | -4.3% |
| 3M | -1.6% | -9.2% | +7.6% | +3.1% |
| 6M | -3.1% | -7.2% | +4.1% | -0.3% |
| YTD | +4.6% | +6.6% | -2.0% | 0.0% |
| 1Y | +3.3% | +32.0% | -28.7% | -11.7% |
| 3Y | +46.6% | +42.1% | +4.4% | +17.3% |
| 5Y | +158.7% | +58.1% | +100.6% | +90.1% |
| All | +437.9% | +66.6% | +371.3% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling