+105.3%
FAST vs HUBB
+126.3%
-21.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.2% | +1.8% | +2.4% | +3.5% |
| 30D | +6.7% | -7.7% | +14.4% | +9.5% |
| 3M | +8.0% | -13.6% | +21.6% | +13.4% |
| 6M | +27.4% | -9.1% | +36.5% | +30.5% |
| YTD | +40.5% | -0.7% | +41.2% | +37.8% |
| 1Y | +38.4% | +1.1% | +37.3% | +34.6% |
| 3Y | +98.7% | +56.2% | +42.5% | +53.2% |
| All | +105.3% | +126.3% | -21.0% | +26.7% |
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