+5,150.0%
FFIV vs HUBB
+2,272.4%
+2,877.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -5.1% | -10.0% | +4.9% | +0.5% |
| 3M | -4.5% | -4.8% | +0.3% | -2.9% |
| 6M | +36.5% | -5.6% | +42.0% | +37.7% |
| YTD | +53.0% | +4.7% | +48.3% | +45.0% |
| 1Y | +24.2% | +6.7% | +17.5% | +15.6% |
| 3Y | +137.2% | +45.8% | +91.5% | +78.1% |
| 5Y | +91.8% | +145.9% | -54.2% | +2.7% |
| 10Y | +215.2% | +418.6% | -203.4% | -0.4% |
| All | +5,150.0% | +2,272.4% | +2,877.6% | +484.8% |
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