-58.5%
HUBS vs DLR
+58.2%
-116.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | +7.2% | -4.3% | +11.5% | +8.3% |
| 3M | +20.9% | +3.8% | +17.0% | +18.7% |
| 6M | -13.0% | +5.8% | -18.9% | -16.0% |
| YTD | -43.8% | +23.5% | -67.4% | -49.1% |
| 1Y | -54.6% | +11.1% | -65.7% | -57.2% |
| 3Y | -58.5% | +57.9% | -116.3% | -66.7% |
| All | -58.5% | +58.2% | -116.7% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling