+648.6%
HUBS vs DRI
+567.6%
+81.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | -9.0% | -3.2% | -5.8% | -7.6% |
| 30D | +7.2% | -7.8% | +15.1% | +10.7% |
| 3M | +20.9% | +0.4% | +20.5% | +20.0% |
| 6M | -13.0% | +4.8% | -17.8% | -16.1% |
| YTD | -43.8% | +16.7% | -60.6% | -48.9% |
| 1Y | -54.6% | +1.5% | -56.1% | -56.2% |
| 3Y | -58.5% | +56.3% | -114.7% | -67.8% |
| 5Y | -66.4% | +66.4% | -132.8% | -74.5% |
| 10Y | +319.2% | +354.6% | -35.4% | +76.1% |
| All | +648.6% | +567.6% | +81.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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