+648.6%
HUBS vs DE
+922.1%
-273.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -9.0% | -2.6% | -6.4% | -8.1% |
| 30D | +7.2% | +9.0% | -1.8% | +3.1% |
| 3M | +20.9% | +19.1% | +1.7% | +11.1% |
| 6M | -13.0% | +14.4% | -27.4% | -19.9% |
| YTD | -43.8% | +45.9% | -89.8% | -54.9% |
| 1Y | -54.6% | +43.6% | -98.2% | -63.5% |
| 3Y | -58.5% | +75.9% | -134.3% | -70.3% |
| 5Y | -66.4% | +98.8% | -165.2% | -78.0% |
| 10Y | +319.2% | +861.4% | -542.2% | +22.1% |
| All | +648.6% | +922.1% | -273.5% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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