+50.0%
FANG vs HUBB
+46.2%
+3.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +2.6% | -10.0% | +12.6% | +4.5% |
| 3M | +7.6% | -1.6% | +9.2% | +7.0% |
| 6M | +17.3% | -3.1% | +20.4% | +16.3% |
| YTD | +38.7% | +4.6% | +34.1% | +33.9% |
| 1Y | +51.6% | +3.3% | +48.3% | +46.4% |
| 3Y | +50.0% | +46.6% | +3.4% | +35.3% |
| All | +50.0% | +46.2% | +3.8% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling