-37.5%
FIS vs HUBB
+59.4%
-96.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.6% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | -11.8% | -6.4% | -5.4% | -11.3% |
| 3M | -28.5% | -14.4% | -14.1% | -27.6% |
| 6M | -27.0% | -9.0% | -18.1% | -26.8% |
| YTD | -53.1% | +0.7% | -53.8% | -54.3% |
| 1Y | -52.8% | -0.3% | -52.5% | -53.9% |
| All | -37.5% | +59.4% | -96.8% | -45.8% |
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