+648.6%
HUBS vs DAR
+264.8%
+383.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -9.0% | -0.1% | -8.9% | -9.0% |
| 30D | +7.2% | +2.6% | +4.6% | +6.0% |
| 3M | +20.9% | +14.2% | +6.6% | +14.4% |
| 6M | -13.0% | +17.2% | -30.2% | -18.8% |
| YTD | -43.8% | +80.9% | -124.7% | -54.9% |
| 1Y | -54.6% | +104.0% | -158.6% | -65.4% |
| 3Y | -58.5% | +3.6% | -62.1% | -61.6% |
| 5Y | -66.4% | -7.8% | -58.6% | -68.2% |
| 10Y | +319.2% | +363.1% | -43.9% | +112.1% |
| All | +648.6% | +264.8% | +383.8% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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