-38.6%
FICO vs HUBB
+8.5%
-47.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | +0.5% | -19.7% | -19.1% |
| 30D | -14.6% | -10.0% | -4.6% | -16.8% |
| 3M | -20.1% | -4.8% | -15.3% | -20.6% |
| 6M | -36.3% | -5.6% | -30.8% | -36.3% |
| YTD | -44.9% | +4.7% | -49.5% | -44.1% |
| 1Y | -38.6% | +6.7% | -45.3% | -37.6% |
| All | -38.6% | +8.5% | -47.1% | -37.6% |
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 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