+33.2%
FFIV vs HUBB
-1.1%
+34.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | -32.4% | -6.4% | -26.0% | -31.5% |
| 3M | -22.7% | -14.4% | -8.3% | -20.4% |
| 6M | -10.7% | -9.0% | -1.7% | -9.7% |
| YTD | +25.4% | +0.7% | +24.6% | +20.1% |
| All | +33.2% | -1.1% | +34.4% | +28.5% |
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