+142.7%
FFIV vs HUBB
+48.8%
+93.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -1.5% | +4.8% | -6.4% | -3.3% |
| 30D | -2.7% | -9.3% | +6.6% | +0.9% |
| 3M | -1.7% | -3.9% | +2.2% | -1.0% |
| 6M | +36.1% | -0.8% | +37.0% | +33.8% |
| YTD | +52.6% | +5.6% | +47.1% | +45.3% |
| 1Y | +21.5% | +7.7% | +13.8% | +14.0% |
| 3Y | +142.7% | +47.5% | +95.2% | +96.7% |
| All | +142.7% | +48.8% | +93.8% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling