-54.3%
FIS vs HUBB
+382.2%
-436.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.7% |
| 7D | -3.5% | +4.6% | -8.1% | -5.0% |
| 30D | -19.4% | -8.4% | -11.1% | -17.0% |
| 3M | -31.6% | -14.3% | -17.2% | -27.9% |
| 6M | -32.5% | -9.3% | -23.2% | -31.3% |
| YTD | -56.0% | -0.5% | -55.5% | -57.5% |
| 1Y | -55.5% | -2.1% | -53.4% | -56.8% |
| 3Y | -41.3% | +57.2% | -98.5% | -56.2% |
| 5Y | -72.3% | +127.1% | -199.4% | -83.4% |
| All | -54.3% | +382.2% | -436.5% | -80.4% |
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