-79.9%
FIG vs HUBS
-58.2%
-21.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.3% |
| 7D | -3.8% | -9.0% | +5.2% | +2.0% |
| 30D | -2.3% | +7.2% | -9.6% | -6.6% |
| 3M | +20.0% | +20.9% | -0.9% | +7.6% |
| 6M | -16.7% | -13.0% | -3.6% | -13.9% |
| YTD | -37.9% | -43.8% | +5.9% | -24.2% |
| 1Y | -58.5% | -54.6% | -3.9% | -46.5% |
| All | -79.9% | -58.2% | -21.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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