-80.8%
FIG vs HUBB
+5.1%
-85.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.4% |
| 7D | -12.2% | -1.7% | -10.5% | -12.6% |
| 30D | -11.0% | -12.7% | +1.7% | -14.2% |
| 3M | +11.9% | -2.9% | +14.8% | +9.9% |
| 6M | -21.9% | -4.8% | -17.1% | -25.8% |
| YTD | -40.8% | +2.8% | -43.5% | -46.7% |
| 1Y | -56.6% | +3.5% | -60.2% | -62.6% |
| All | -80.8% | +5.1% | -85.9% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling