-3.4%
HUBB vs DGX
+45.0%
-48.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.3% |
| 7D | +0.2% | +4.1% | -3.9% | +0.4% |
| 30D | -8.8% | +10.5% | -19.3% | -8.5% |
| 3M | -12.5% | +9.8% | -22.3% | -12.2% |
| 6M | -14.5% | +34.6% | -49.1% | -13.7% |
| YTD | -0.4% | +49.8% | -50.3% | -0.6% |
| 1Y | -3.4% | +46.0% | -49.5% | -3.1% |
| All | -3.4% | +45.0% | -48.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling