-99.2%
FCEL vs HUBB
+437.4%
-536.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.4% | -5.4% |
| 7D | +6.3% | -1.7% | +8.0% | +8.1% |
| 30D | -18.8% | -12.7% | -6.1% | -8.9% |
| 3M | -3.8% | -2.9% | -0.9% | +0.1% |
| 6M | +121.1% | -4.8% | +125.9% | +134.0% |
| YTD | +113.3% | +2.8% | +110.5% | +113.3% |
| 1Y | +173.5% | +3.5% | +170.0% | +174.4% |
| 3Y | -63.9% | +43.5% | -107.5% | -73.0% |
| 5Y | -90.7% | +154.2% | -244.9% | -95.7% |
| All | -99.2% | +437.4% | -536.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling