+44.8%
HUBB vs DD
+42.2%
+2.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.0% |
| 7D | +1.1% | -3.8% | +4.9% | +2.7% |
| 30D | -9.6% | -9.2% | -0.4% | -5.9% |
| 3M | -6.2% | -9.0% | +2.8% | -2.5% |
| 6M | -6.2% | -5.0% | -1.2% | -4.7% |
| YTD | +3.4% | +7.4% | -4.0% | -0.8% |
| 1Y | +5.3% | +35.1% | -29.8% | -8.8% |
| All | +44.8% | +42.2% | +2.7% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling