+34.0%
FANG vs HUBB
-7.9%
+41.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -2.3% |
| 7D | -13.0% | -4.4% | -8.6% | -13.3% |
| 30D | -2.9% | -13.7% | +10.8% | -4.5% |
| 3M | -3.0% | -18.2% | +15.2% | -5.2% |
| 6M | -11.9% | -17.0% | +5.1% | -13.1% |
| YTD | +21.5% | -4.9% | +26.4% | +21.5% |
| 1Y | +34.0% | -9.4% | +43.4% | +34.8% |
| All | +34.0% | -7.9% | +41.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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