+648.6%
HUBS vs DGX
+393.3%
+255.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -9.0% | -0.9% | -8.1% | -8.6% |
| 30D | +7.2% | -1.2% | +8.4% | +7.8% |
| 3M | +20.9% | +15.8% | +5.1% | +11.9% |
| 6M | -13.0% | +18.2% | -31.2% | -20.6% |
| YTD | -43.8% | +37.2% | -81.1% | -53.0% |
| 1Y | -54.6% | +30.4% | -85.0% | -61.2% |
| 3Y | -58.5% | +96.7% | -155.2% | -72.8% |
| 5Y | -66.4% | +67.2% | -133.6% | -75.8% |
| 10Y | +319.2% | +253.9% | +65.3% | +76.0% |
| All | +648.6% | +393.3% | +255.3% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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