+47.8%
FE vs HUBB
+123.0%
-75.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -0.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | +5.2% | -9.7% | +14.9% | +6.2% |
| 3M | 0.0% | -15.2% | +15.1% | +1.6% |
| 6M | +5.0% | -14.0% | +19.0% | +6.4% |
| YTD | +7.9% | -2.4% | +10.3% | +7.4% |
| 1Y | +6.3% | -5.8% | +12.1% | +6.2% |
| 3Y | +46.0% | +60.4% | -14.4% | +27.1% |
| All | +47.8% | +123.0% | -75.2% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling