+4,166.4%
FFIV vs HUBB
+2,154.3%
+2,012.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -4.2% | -2.6% | -1.6% | -2.8% |
| 30D | -33.9% | -7.7% | -26.2% | -31.1% |
| 3M | -22.6% | -13.0% | -9.6% | -16.8% |
| 6M | -10.4% | -10.6% | +0.2% | -6.3% |
| YTD | +24.3% | -0.6% | +24.9% | +20.7% |
| 1Y | +31.8% | -4.1% | +35.9% | +30.4% |
| 3Y | +99.5% | +57.2% | +42.3% | +43.5% |
| 5Y | +40.7% | +127.2% | -86.4% | -21.4% |
| 10Y | +126.9% | +386.2% | -259.3% | -25.8% |
| All | +4,166.4% | +2,154.3% | +2,012.0% | +386.8% |
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 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