+499.7%
FICO vs HUBB
+402.2%
+97.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.8% |
| 30D | +3.3% | -9.7% | +13.0% | +7.6% |
| 3M | -31.7% | -15.2% | -16.6% | -26.9% |
| 6M | -34.0% | -14.0% | -20.0% | -31.0% |
| YTD | -58.3% | -2.4% | -55.9% | -60.0% |
| 1Y | -57.9% | -5.8% | -52.1% | -59.0% |
| 3Y | -24.1% | +60.4% | -84.5% | -48.1% |
| 5Y | +85.3% | +125.4% | -40.1% | -1.2% |
| All | +499.7% | +402.2% | +97.5% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling