+437.9%
HUBB vs DGX
+255.3%
+182.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | -10.0% | -1.2% | -8.8% | -9.6% |
| 3M | -1.6% | +15.8% | -17.4% | -7.1% |
| 6M | -3.1% | +18.2% | -21.3% | -9.6% |
| YTD | +4.6% | +37.2% | -32.6% | -8.4% |
| 1Y | +3.3% | +30.4% | -27.0% | -7.9% |
| 3Y | +46.6% | +96.7% | -50.1% | +6.5% |
| 5Y | +158.7% | +67.2% | +91.5% | +99.4% |
| All | +437.9% | +255.3% | +182.6% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling