-23.9%
FIS vs HUBB
+47.5%
-71.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.0% |
| 7D | -3.5% | +4.8% | -8.3% | -3.9% |
| 30D | -7.8% | -9.3% | +1.5% | -7.0% |
| 3M | +0.8% | -3.9% | +4.7% | +0.7% |
| 6M | -21.9% | -0.8% | -21.1% | -22.9% |
| YTD | -39.5% | +5.6% | -45.1% | -41.2% |
| 1Y | -41.0% | +7.7% | -48.7% | -43.1% |
| All | -23.9% | +47.5% | -71.4% | -34.7% |
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