+159.4%
HUBB vs DTE
+30.3%
+129.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -0.1% | -2.6% | +2.5% | +0.6% |
| 30D | -10.0% | -4.4% | -5.6% | -8.8% |
| 3M | -1.6% | -8.3% | +6.7% | +0.6% |
| 6M | -3.1% | -8.1% | +5.0% | -1.2% |
| YTD | +4.6% | +4.4% | +0.2% | +2.5% |
| 1Y | +3.3% | +0.2% | +3.2% | +2.4% |
| 3Y | +46.6% | +42.6% | +4.0% | +25.6% |
| All | +159.4% | +30.3% | +129.1% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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