+26.8%
HUBS vs DT
+100.3%
-73.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | -9.0% | -1.6% | -7.4% | -8.0% |
| 30D | +7.2% | +3.0% | +4.2% | +5.3% |
| 3M | +20.9% | +26.5% | -5.6% | +2.5% |
| 6M | -13.0% | +35.9% | -49.0% | -29.9% |
| YTD | -43.8% | +17.8% | -61.7% | -49.5% |
| 1Y | -54.6% | +4.1% | -58.7% | -55.4% |
| 3Y | -58.5% | +5.3% | -63.8% | -60.4% |
| 5Y | -66.4% | -27.2% | -39.2% | -60.7% |
| All | +26.8% | +100.3% | -73.5% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling