-3.4%
HUBB vs DVA
+62.2%
-65.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -2.3% |
| 7D | +0.2% | +4.7% | -4.5% | +0.4% |
| 30D | -8.8% | +7.8% | -16.6% | -8.5% |
| 3M | -12.5% | -15.5% | +3.0% | -12.6% |
| 6M | -14.5% | +25.0% | -39.6% | -15.8% |
| YTD | -0.4% | +69.6% | -70.0% | -4.8% |
| 1Y | -3.4% | +60.6% | -64.0% | -5.7% |
| All | -3.4% | +62.2% | -65.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling