+648.6%
HUBS vs DLTR
+106.7%
+541.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.0% | -10.1% | +1.1% | -6.5% |
| 30D | +7.2% | -8.1% | +15.4% | +9.4% |
| 3M | +20.9% | +2.9% | +18.0% | +20.1% |
| 6M | -13.0% | +4.3% | -17.4% | -14.7% |
| YTD | -43.8% | -3.9% | -39.9% | -43.9% |
| 1Y | -54.6% | +18.9% | -73.5% | -57.3% |
| 3Y | -58.5% | +1.9% | -60.4% | -60.9% |
| 5Y | -66.4% | +31.0% | -97.4% | -70.6% |
| 10Y | +319.2% | +44.8% | +274.5% | +226.9% |
| All | +648.6% | +106.7% | +541.9% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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