+67.5%
FERG vs HUBB
+148.7%
-81.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.2% |
| 30D | -11.8% | -12.7% | +0.8% | -5.9% |
| 3M | -1.2% | -2.9% | +1.7% | -0.6% |
| 6M | -2.3% | -4.8% | +2.5% | -1.4% |
| YTD | +0.8% | +2.8% | -2.0% | -2.3% |
| 1Y | +0.5% | +3.5% | -3.0% | -3.2% |
| 3Y | +51.4% | +43.5% | +7.8% | +19.4% |
| 5Y | +67.5% | +154.2% | -86.7% | -5.0% |
| All | +67.5% | +148.7% | -81.2% | -5.0% |
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