-99.3%
FCUV vs HUBB
+46.2%
-145.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.7% |
| 7D | -66.5% | -0.1% | -66.4% | -66.6% |
| 30D | +5.0% | -10.0% | +14.9% | +7.6% |
| 3M | +63.8% | -1.6% | +65.4% | +52.8% |
| 6M | -67.8% | -3.1% | -64.7% | -70.1% |
| YTD | -82.4% | +4.6% | -87.0% | -84.6% |
| 1Y | -94.7% | +3.3% | -98.1% | -95.4% |
| 3Y | -99.3% | +46.6% | -145.8% | -99.5% |
| All | -99.3% | +46.2% | -145.4% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling