+105.3%
FAST vs HUBB
+123.0%
-17.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.7% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | +6.9% | -9.7% | +16.5% | +10.6% |
| 3M | +4.8% | -15.2% | +20.0% | +10.7% |
| 6M | +19.8% | -14.0% | +33.8% | +25.1% |
| YTD | +34.9% | -2.4% | +37.3% | +33.1% |
| 1Y | +32.8% | -5.8% | +38.6% | +32.6% |
| 3Y | +93.7% | +60.4% | +33.3% | +47.2% |
| All | +105.3% | +123.0% | -17.7% | +27.5% |
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