+99.1%
FFIV vs HUBB
+148.7%
-49.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +4.7% |
| 7D | +3.5% | +1.1% | +2.4% | +3.0% |
| 30D | -1.3% | -9.6% | +8.3% | +2.7% |
| 3M | +2.4% | -6.2% | +8.6% | +4.1% |
| 6M | +41.8% | -6.2% | +48.0% | +43.0% |
| YTD | +58.5% | +3.4% | +55.2% | +52.4% |
| 1Y | +24.3% | +5.3% | +19.0% | +17.9% |
| 3Y | +152.0% | +44.4% | +107.7% | +102.2% |
| 5Y | +99.1% | +152.4% | -53.3% | +16.6% |
| All | +99.1% | +148.7% | -49.5% | +16.6% |
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