+113.0%
FICO vs HUBB
+148.7%
-35.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +6.0% |
| 7D | -10.6% | +1.1% | -11.7% | -10.9% |
| 30D | -6.3% | -9.6% | +3.3% | -3.7% |
| 3M | -19.7% | -6.2% | -13.6% | -19.2% |
| 6M | -31.8% | -6.2% | -25.6% | -32.0% |
| YTD | -41.8% | +3.4% | -45.2% | -44.7% |
| 1Y | -36.4% | +5.3% | -41.8% | -40.5% |
| 3Y | +9.3% | +44.4% | -35.1% | -14.9% |
| 5Y | +113.0% | +152.4% | -39.4% | +18.6% |
| All | +113.0% | +148.7% | -35.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling