-40.7%
FIS vs HUBB
+437.4%
-478.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | -8.9% | -1.7% | -7.2% | -8.4% |
| 30D | -9.9% | -12.7% | +2.7% | -5.6% |
| 3M | 0.0% | -2.9% | +2.9% | -0.3% |
| 6M | -22.9% | -4.8% | -18.1% | -23.4% |
| YTD | -40.9% | +2.8% | -43.6% | -43.4% |
| 1Y | -40.4% | +3.5% | -44.0% | -43.5% |
| 3Y | -25.4% | +43.5% | -68.9% | -41.6% |
| 5Y | -64.8% | +154.2% | -219.0% | -80.0% |
| All | -40.7% | +437.4% | -478.1% | -76.3% |
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 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