-24.1%
FICO vs HUBB
+58.1%
-82.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +3.3% | -9.7% | +13.0% | +5.0% |
| 3M | -31.7% | -15.2% | -16.6% | -29.9% |
| 6M | -34.0% | -14.0% | -20.0% | -32.7% |
| YTD | -58.3% | -2.4% | -55.9% | -59.7% |
| 1Y | -57.9% | -5.8% | -52.1% | -58.9% |
| 3Y | -24.1% | +60.4% | -84.5% | -41.7% |
| All | -24.1% | +58.1% | -82.1% | -41.7% |
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