+242.3%
HUBS vs DOC
+20.3%
+222.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | -12.9% | +4.3% | -17.2% | -14.4% |
| 30D | -13.7% | +9.2% | -22.9% | -16.7% |
| 3M | -8.8% | -0.8% | -7.9% | -8.7% |
| 6M | -0.2% | +7.1% | -7.3% | -3.1% |
| YTD | -50.9% | +34.0% | -84.9% | -57.2% |
| 1Y | -49.0% | +23.2% | -72.2% | -54.0% |
| 3Y | -54.1% | +53.6% | -107.7% | -63.6% |
| 5Y | -75.6% | -20.4% | -55.1% | -74.0% |
| 10Y | +242.3% | +23.4% | +218.9% | +208.2% |
| All | +242.3% | +20.3% | +222.0% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling