-95.9%
FCUV vs HUBB
+428.5%
-524.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -4.9% | -6.8% |
| 7D | -63.8% | +1.1% | -64.8% | -63.9% |
| 30D | -14.7% | -9.6% | -5.1% | -13.9% |
| 3M | +65.3% | -6.2% | +71.5% | +63.4% |
| 6M | -68.5% | -6.2% | -62.3% | -68.9% |
| YTD | -83.0% | +3.4% | -86.4% | -83.6% |
| 1Y | -94.4% | +5.3% | -99.7% | -94.6% |
| 3Y | -99.3% | +44.4% | -143.6% | -99.3% |
| 5Y | -99.9% | +152.4% | -252.2% | -99.9% |
| 10Y | -98.6% | +437.0% | -535.7% | -98.8% |
| All | -95.9% | +428.5% | -524.4% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling