+1,335.0%
FERG vs HUBB
+1,290.7%
+44.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +3.4% | +4.8% | -1.5% | +2.3% |
| 30D | -11.5% | -9.3% | -2.2% | -9.6% |
| 3M | +1.3% | -3.9% | +5.2% | +2.0% |
| 6M | -1.0% | -0.8% | -0.1% | -1.1% |
| YTD | +3.2% | +5.6% | -2.4% | +1.6% |
| 1Y | -3.0% | +7.7% | -10.7% | -5.0% |
| 3Y | +55.0% | +47.5% | +7.6% | +42.3% |
| 5Y | +72.6% | +153.7% | -81.0% | +46.5% |
| 10Y | +358.9% | +433.0% | -74.1% | +264.6% |
| All | +1,335.0% | +1,290.7% | +44.3% | +1,053.9% |
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