+3,416.3%
HUBB vs DVA
+5,166.5%
-1,750.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | -9.6% | -0.4% | -9.2% | -9.6% |
| 3M | -6.2% | -7.7% | +1.5% | -5.6% |
| 6M | -6.2% | +20.0% | -26.1% | -9.7% |
| YTD | +3.4% | +61.1% | -57.7% | -5.5% |
| 1Y | +5.3% | +33.9% | -28.5% | -1.0% |
| 3Y | +44.4% | +91.5% | -47.2% | +26.7% |
| 5Y | +152.4% | +41.8% | +110.6% | +127.4% |
| 10Y | +437.0% | +187.5% | +249.5% | +330.1% |
| All | +3,416.3% | +5,166.5% | -1,750.1% | +2,184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling