-98.6%
FCUV vs HUBB
+446.9%
-545.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.0% |
| 7D | -66.5% | -0.1% | -66.4% | -66.5% |
| 30D | +5.0% | -10.0% | +14.9% | +6.3% |
| 3M | +63.8% | -1.6% | +65.4% | +59.8% |
| 6M | -67.8% | -3.1% | -64.7% | -68.6% |
| YTD | -82.4% | +4.6% | -87.0% | -83.1% |
| 1Y | -94.7% | +3.3% | -98.1% | -94.9% |
| 3Y | -99.3% | +46.6% | -145.8% | -99.3% |
| 5Y | -99.9% | +158.7% | -258.5% | -99.9% |
| All | -98.6% | +446.9% | -545.5% | -99.0% |
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