+159.4%
HUBB vs DGX
+66.8%
+92.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | -10.0% | -1.2% | -8.8% | -9.7% |
| 3M | -1.6% | +15.8% | -17.4% | -4.8% |
| 6M | -3.1% | +18.2% | -21.3% | -6.9% |
| YTD | +4.6% | +37.2% | -32.6% | -3.5% |
| 1Y | +3.3% | +30.4% | -27.0% | -3.5% |
| 3Y | +46.6% | +96.7% | -50.1% | +17.3% |
| All | +159.4% | +66.8% | +92.6% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling