-66.4%
HUBS vs DT
-27.6%
-38.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.4% |
| 7D | -9.0% | -1.6% | -7.4% | -7.8% |
| 30D | +7.2% | +3.0% | +4.2% | +4.8% |
| 3M | +20.9% | +26.5% | -5.6% | -0.9% |
| 6M | -13.0% | +35.9% | -49.0% | -33.1% |
| YTD | -43.8% | +17.8% | -61.7% | -50.9% |
| 1Y | -54.6% | +4.1% | -58.7% | -55.9% |
| 3Y | -58.5% | +5.3% | -63.8% | -61.6% |
| All | -66.4% | -27.6% | -38.8% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling