+225.6%
FANG vs HUBB
+157.3%
+68.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +2.6% | -10.0% | +12.6% | +5.1% |
| 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% | +33.7% |
| 1Y | +51.6% | +3.3% | +48.3% | +46.1% |
| 3Y | +50.0% | +46.6% | +3.4% | +25.2% |
| All | +225.6% | +157.3% | +68.3% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling