+42.4%
FCEL vs HUBB
-4.0%
+46.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -2.9% |
| 7D | -14.9% | +0.2% | -15.1% | -14.9% |
| 30D | -41.7% | -8.8% | -32.9% | -34.1% |
| 3M | -53.2% | -12.5% | -40.7% | -44.4% |
| 6M | -19.0% | -14.5% | -4.5% | -0.6% |
| YTD | +44.2% | -0.4% | +44.6% | +39.5% |
| 1Y | +42.4% | -3.4% | +45.9% | +44.2% |
| All | +42.4% | -4.0% | +46.4% | +44.2% |
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