+24.3%
FFIV vs HUBB
+5.9%
+18.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.2% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | -1.3% | -9.6% | +8.3% | +0.5% |
| 3M | +2.4% | -6.2% | +8.6% | +2.9% |
| 6M | +41.8% | -6.2% | +48.0% | +40.9% |
| YTD | +58.5% | +3.4% | +55.2% | +53.3% |
| 1Y | +24.3% | +5.3% | +19.0% | +18.8% |
| All | +24.3% | +5.9% | +18.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling