-54.6%
HUBS vs DT
+6.2%
-60.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | -9.0% | -1.6% | -7.4% | -7.6% |
| 30D | +7.2% | +3.0% | +4.2% | +4.4% |
| 3M | +20.9% | +26.5% | -5.6% | -3.9% |
| 6M | -13.0% | +35.9% | -49.0% | -36.0% |
| YTD | -43.8% | +17.8% | -61.7% | -51.3% |
| 1Y | -54.6% | +4.1% | -58.7% | -55.4% |
| All | -54.6% | +6.2% | -60.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling