+159.4%
HUBB vs DVA
+46.8%
+112.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.8% |
| 7D | -0.1% | -1.3% | +1.3% | +0.1% |
| 30D | -10.0% | 0.0% | -10.0% | -10.0% |
| 3M | -1.6% | -10.9% | +9.3% | -0.8% |
| 6M | -3.1% | +17.3% | -20.4% | -6.6% |
| YTD | +4.6% | +59.8% | -55.2% | -4.7% |
| 1Y | +3.3% | +36.3% | -32.9% | -3.3% |
| 3Y | +46.6% | +88.6% | -42.0% | +29.0% |
| All | +159.4% | +46.8% | +112.5% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling