+47.7%
FE vs HUBB
+48.8%
-1.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +0.6% | +4.8% | -4.2% | +0.5% |
| 30D | -2.1% | -9.3% | +7.2% | -2.0% |
| 3M | +2.6% | -3.9% | +6.5% | +2.6% |
| 6M | -6.8% | -0.8% | -5.9% | -6.7% |
| YTD | +6.9% | +5.6% | +1.3% | +6.9% |
| 1Y | +11.6% | +7.7% | +3.8% | +11.5% |
| 3Y | +47.7% | +47.5% | +0.2% | +43.3% |
| All | +47.7% | +48.8% | -1.1% | +43.3% |
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 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