+78,645.2%
FICO vs HUBB
+142,140.4%
-63,495.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | +3.3% | -9.7% | +13.0% | +3.5% |
| 3M | -31.7% | -15.2% | -16.6% | -31.6% |
| 6M | -34.0% | -14.0% | -20.0% | -33.9% |
| YTD | -58.3% | -2.4% | -55.9% | -58.4% |
| 1Y | -57.9% | -5.8% | -52.1% | -57.9% |
| 3Y | -24.1% | +60.4% | -84.5% | -24.7% |
| 5Y | +85.3% | +125.4% | -40.1% | +82.9% |
| 10Y | +520.3% | +409.7% | +110.6% | +506.2% |
| All | +78,645.2% | +142,140.4% | -63,495.2% | +100,903.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling