-50.4%
HUBS vs DOCN
+108.0%
-158.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +2.0% |
| 7D | +8.3% | +19.1% | -10.8% | +2.0% |
| 30D | -4.0% | -21.0% | +17.0% | +2.2% |
| 3M | -9.7% | -34.7% | +25.1% | -0.7% |
| 6M | +21.4% | -45.8% | +67.1% | +36.1% |
| YTD | -45.9% | +79.4% | -125.2% | -67.0% |
| 1Y | -44.4% | +91.0% | -135.4% | -67.1% |
| 3Y | -49.7% | +237.5% | -287.1% | -80.5% |
| 5Y | -74.2% | -30.4% | -43.8% | -82.8% |
| All | -50.4% | +108.0% | -158.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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