-59.5%
FICO vs HUBB
-2.6%
-56.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.1% |
| 7D | +4.0% | +1.2% | +2.8% | +4.1% |
| 30D | -1.5% | -6.4% | +4.9% | -2.3% |
| 3M | -29.8% | -14.4% | -15.4% | -31.8% |
| 6M | -33.3% | -9.0% | -24.3% | -34.0% |
| YTD | -56.9% | +0.7% | -57.6% | -59.1% |
| 1Y | -59.5% | -0.3% | -59.2% | -61.6% |
| All | -59.5% | -2.6% | -56.9% | -61.6% |
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