+579.4%
FE vs HUBB
+2,104.9%
-1,525.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | +3.6% | -6.4% | +10.1% | +5.1% |
| 3M | +0.3% | -14.4% | +14.7% | +3.9% |
| 6M | +6.4% | -9.0% | +15.4% | +7.9% |
| YTD | +8.1% | +0.7% | +7.4% | +6.3% |
| 1Y | +4.6% | -0.3% | +4.9% | +2.9% |
| 3Y | +49.1% | +59.2% | -10.1% | +25.3% |
| 5Y | +46.1% | +130.2% | -84.1% | +8.8% |
| 10Y | +122.7% | +391.8% | -269.1% | +30.6% |
| All | +579.4% | +2,104.9% | -1,525.5% | +154.9% |
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