-80.9%
FIG vs HUBB
+5.7%
-86.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -3.9% |
| 7D | -14.5% | +1.1% | -15.5% | -14.2% |
| 30D | -13.3% | -9.6% | -3.7% | -15.6% |
| 3M | +7.4% | -6.2% | +13.6% | +5.1% |
| 6M | -27.8% | -6.2% | -21.6% | -30.9% |
| YTD | -41.1% | +3.4% | -44.5% | -46.9% |
| 1Y | -58.7% | +5.3% | -64.0% | -64.1% |
| All | -80.9% | +5.7% | -86.6% | -83.2% |
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