-57.9%
FICO vs HUBB
-7.4%
-50.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | 0.0% |
| 7D | -0.9% | +1.7% | -2.6% | -0.6% |
| 30D | +3.3% | -9.7% | +13.0% | +2.0% |
| 3M | -31.7% | -15.2% | -16.6% | -33.7% |
| 6M | -34.0% | -14.0% | -20.0% | -35.1% |
| YTD | -58.3% | -2.4% | -55.9% | -60.3% |
| 1Y | -57.9% | -5.8% | -52.1% | -59.3% |
| All | -57.9% | -7.4% | -50.5% | -59.3% |
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