-39.3%
FICO vs HUBB
+7.9%
-47.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.3% |
| 7D | -15.4% | +4.8% | -20.3% | -14.5% |
| 30D | -10.4% | -9.3% | -1.1% | -12.5% |
| 3M | -22.7% | -3.9% | -18.8% | -22.9% |
| 6M | -36.8% | -0.8% | -35.9% | -36.2% |
| YTD | -44.8% | +5.6% | -50.4% | -44.0% |
| 1Y | -39.3% | +7.7% | -47.1% | -38.3% |
| All | -39.3% | +7.9% | -47.2% | -38.3% |
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