-55.9%
HUBS vs DTE
+4.1%
-60.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -6.4% |
| 7D | -14.4% | +0.3% | -14.7% | -14.2% |
| 30D | -5.6% | +5.2% | -10.8% | -2.8% |
| 3M | -18.1% | -2.5% | -15.5% | -20.0% |
| 6M | -16.7% | -4.4% | -12.3% | -18.3% |
| YTD | -48.9% | +7.2% | -56.1% | -45.9% |
| 1Y | -55.9% | +4.1% | -60.0% | -53.8% |
| All | -55.9% | +4.1% | -60.0% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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