+119.8%
HUBB vs DOC
-22.1%
+141.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -4.4% | +6.2% | -10.7% | -5.9% |
| 30D | -13.7% | +6.5% | -20.2% | -15.1% |
| 3M | -18.2% | -6.2% | -12.0% | -17.0% |
| 6M | -17.0% | +25.6% | -42.6% | -22.9% |
| YTD | -4.9% | +32.1% | -36.9% | -13.5% |
| 1Y | -9.4% | +20.3% | -29.7% | -15.1% |
| 3Y | +54.4% | +42.7% | +11.7% | +32.6% |
| 5Y | +119.8% | -22.2% | +142.0% | +154.7% |
| All | +119.8% | -22.1% | +141.9% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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