+178.8%
FDX vs HUBB
+427.3%
-248.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.6% |
| 7D | -2.3% | +1.1% | -3.4% | -2.8% |
| 30D | -4.9% | -9.6% | +4.7% | -0.6% |
| 3M | -6.5% | -6.2% | -0.3% | -4.6% |
| 6M | +6.7% | -6.2% | +12.8% | +7.7% |
| YTD | +33.9% | +3.4% | +30.5% | +28.6% |
| 1Y | +72.2% | +5.3% | +66.9% | +62.9% |
| 3Y | +60.2% | +44.4% | +15.9% | +23.3% |
| 5Y | +62.9% | +152.4% | -89.4% | -12.4% |
| 10Y | +178.8% | +437.0% | -258.2% | -6.8% |
| All | +178.8% | +427.3% | -248.5% | -6.8% |
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