-83.2%
FIG vs HUBB
+1.5%
-84.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +3.4% | +1.8% | +1.6% | +3.8% |
| 30D | -9.5% | -7.7% | -1.8% | -11.5% |
| 3M | -26.2% | -13.6% | -12.6% | -29.1% |
| 6M | +2.7% | -9.1% | +11.8% | -0.4% |
| YTD | -48.0% | -0.7% | -47.2% | -53.6% |
| 1Y | -52.0% | +1.1% | -53.1% | -57.8% |
| All | -83.2% | +1.5% | -84.6% | -85.3% |
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