+149.8%
FDX vs HUBB
+382.2%
-232.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +0.8% | +4.6% | -3.8% | -1.2% |
| 30D | +9.9% | -8.4% | +18.2% | +13.7% |
| 3M | -1.9% | -14.3% | +12.4% | +4.4% |
| 6M | +6.1% | -9.3% | +15.4% | +8.9% |
| YTD | +38.8% | -0.5% | +39.3% | +34.7% |
| 1Y | +50.0% | -2.1% | +52.1% | +46.5% |
| 3Y | +71.0% | +57.2% | +13.8% | +24.9% |
| 5Y | +72.5% | +127.1% | -54.7% | -2.2% |
| All | +149.8% | +382.2% | -232.4% | -9.2% |
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