-55.0%
HUBS vs DOCN
+91.6%
-146.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.9% |
| 7D | -12.9% | -12.1% | -0.8% | -9.5% |
| 30D | -13.7% | -41.0% | +27.3% | +0.8% |
| 3M | -8.8% | -38.7% | +29.9% | +1.8% |
| 6M | -0.2% | -51.5% | +51.3% | +16.5% |
| YTD | -50.9% | +65.3% | -116.2% | -69.2% |
| 1Y | -49.0% | +53.9% | -102.9% | -67.1% |
| 3Y | -54.1% | +215.6% | -269.6% | -81.8% |
| 5Y | -75.6% | -26.2% | -49.4% | -84.0% |
| All | -55.0% | +91.6% | -146.6% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling