+648.6%
HUBS vs DVA
+141.9%
+506.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -9.0% | -1.3% | -7.7% | -8.8% |
| 30D | +7.2% | 0.0% | +7.2% | +7.2% |
| 3M | +20.9% | -10.9% | +31.8% | +23.2% |
| 6M | -13.0% | +17.3% | -30.3% | -17.2% |
| YTD | -43.8% | +59.8% | -103.7% | -51.1% |
| 1Y | -54.6% | +36.3% | -90.9% | -58.9% |
| 3Y | -58.5% | +88.6% | -147.1% | -66.4% |
| 5Y | -66.4% | +47.5% | -113.9% | -71.8% |
| 10Y | +319.2% | +185.2% | +134.0% | +154.1% |
| All | +648.6% | +141.9% | +506.7% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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