-28.9%
FICO vs HUBB
+57.0%
-85.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +1.8% | +0.5% | +1.9% |
| 30D | +0.1% | -7.7% | +7.8% | +1.3% |
| 3M | -35.2% | -13.6% | -21.6% | -33.6% |
| 6M | -32.4% | -9.1% | -23.2% | -31.9% |
| YTD | -57.4% | -0.7% | -56.7% | -58.9% |
| 1Y | -58.5% | +1.1% | -59.6% | -60.3% |
| 3Y | -28.9% | +56.2% | -85.0% | -43.4% |
| All | -28.9% | +57.0% | -85.9% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling