-58.5%
HUBS vs DTE
+43.4%
-101.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.6% |
| 7D | -9.0% | -2.6% | -6.4% | -9.4% |
| 30D | +7.2% | -4.4% | +11.6% | +6.4% |
| 3M | +20.9% | -8.3% | +29.2% | +19.4% |
| 6M | -13.0% | -8.1% | -5.0% | -13.9% |
| YTD | -43.8% | +4.4% | -48.3% | -44.2% |
| 1Y | -54.6% | +0.2% | -54.8% | -54.9% |
| 3Y | -58.5% | +42.6% | -101.1% | -59.8% |
| All | -58.5% | +43.4% | -101.9% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling