+153,832.2%
HUBB vs DD
+959.7%
+152,872.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | -9.3% | -7.4% | -1.9% | -6.9% |
| 3M | -3.9% | -6.4% | +2.6% | -1.8% |
| 6M | -0.8% | -2.5% | +1.6% | -0.4% |
| YTD | +5.6% | +10.2% | -4.7% | +1.6% |
| 1Y | +7.7% | +36.9% | -29.2% | -3.7% |
| 3Y | +47.5% | +47.0% | +0.4% | +27.0% |
| 5Y | +153.7% | +63.1% | +90.5% | +108.9% |
| 10Y | +433.0% | +68.2% | +364.9% | +319.5% |
| All | +153,832.2% | +959.7% | +152,872.5% | +99,480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling