+648.6%
HUBS vs DG
+136.2%
+512.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -9.0% | -6.5% | -2.5% | -7.3% |
| 30D | +7.2% | +4.2% | +3.1% | +6.1% |
| 3M | +20.9% | +9.5% | +11.4% | +18.5% |
| 6M | -13.0% | -13.1% | +0.1% | -10.0% |
| YTD | -43.8% | -4.8% | -39.0% | -43.2% |
| 1Y | -54.6% | +20.6% | -75.3% | -56.8% |
| 3Y | -58.5% | +4.9% | -63.4% | -61.0% |
| 5Y | -66.4% | -37.9% | -28.5% | -62.2% |
| 10Y | +319.2% | +102.2% | +217.0% | +217.3% |
| All | +648.6% | +136.2% | +512.4% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling