+150,593.0%
HUBB vs DTE
+3,490.3%
+147,102.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -9.6% | -0.5% | -9.1% | -9.4% |
| 3M | -6.2% | -6.0% | -0.2% | -4.0% |
| 6M | -6.2% | -7.2% | +1.1% | -3.8% |
| YTD | +3.4% | +7.2% | -3.8% | -0.1% |
| 1Y | +5.3% | +4.1% | +1.3% | +2.9% |
| 3Y | +44.4% | +46.9% | -2.5% | +20.3% |
| 5Y | +152.4% | +32.9% | +119.5% | +117.8% |
| 10Y | +437.0% | +144.5% | +292.6% | +258.2% |
| All | +150,593.0% | +3,490.3% | +147,102.7% | +60,784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling