-98.0%
FCUV vs HUBB
-4.0%
-94.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.5% | -5.1% | -8.5% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -25.9% | -8.8% | -17.1% | -29.6% |
| 3M | -69.8% | -12.5% | -57.3% | -71.8% |
| 6M | -31.6% | -14.5% | -17.1% | -37.7% |
| YTD | -90.1% | -0.4% | -89.7% | -92.1% |
| 1Y | -98.0% | -3.4% | -94.5% | -98.3% |
| All | -98.0% | -4.0% | -94.0% | -98.3% |
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