+566.5%
HUBS vs DOC
+4.3%
+562.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -14.6% | +6.5% | -21.1% | -16.7% |
| 30D | -8.9% | +9.2% | -18.1% | -12.1% |
| 3M | -0.9% | -2.5% | +1.6% | -0.3% |
| 6M | -14.7% | +7.1% | -21.8% | -17.2% |
| YTD | -50.0% | +33.0% | -83.0% | -56.2% |
| 1Y | -49.2% | +23.3% | -72.5% | -54.2% |
| 3Y | -52.3% | +44.9% | -97.2% | -61.0% |
| 5Y | -75.0% | -21.6% | -53.4% | -73.3% |
| 10Y | +294.1% | +17.4% | +276.8% | +244.9% |
| All | +566.5% | +4.3% | +562.1% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling