-54.1%
HUBS vs DLR
+11.0%
-65.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -3.4% |
| 7D | -13.0% | +2.8% | -15.8% | -12.1% |
| 30D | -1.8% | +2.8% | -4.6% | -0.6% |
| 3M | -13.0% | -4.0% | -9.0% | -13.0% |
| 6M | -12.4% | -5.6% | -6.8% | -13.5% |
| YTD | -46.0% | +21.9% | -68.0% | -46.7% |
| 1Y | -54.1% | +13.0% | -67.1% | -56.3% |
| All | -54.1% | +11.0% | -65.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling