-66.1%
FIS vs HUBB
+148.7%
-214.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -10.4% | -9.6% | -0.8% | -8.6% |
| 3M | -3.7% | -6.2% | +2.5% | -3.2% |
| 6M | -24.8% | -6.2% | -18.6% | -24.9% |
| YTD | -41.6% | +3.4% | -44.9% | -43.6% |
| 1Y | -42.7% | +5.3% | -48.1% | -45.3% |
| 3Y | -26.2% | +44.4% | -70.6% | -39.3% |
| 5Y | -66.1% | +152.4% | -218.5% | -80.1% |
| All | -66.1% | +148.7% | -214.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling