-66.4%
HUBS vs DG
-37.9%
-28.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -9.0% | -6.5% | -2.5% | -7.8% |
| 30D | +7.2% | +4.2% | +3.1% | +6.4% |
| 3M | +20.9% | +9.5% | +11.4% | +19.2% |
| 6M | -13.0% | -13.1% | +0.1% | -11.5% |
| YTD | -43.8% | -4.8% | -39.0% | -43.5% |
| 1Y | -54.6% | +20.6% | -75.3% | -55.9% |
| 3Y | -58.5% | +4.9% | -63.4% | -59.5% |
| All | -66.4% | -37.9% | -28.5% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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