+376.5%
FIS vs HUBB
+2,922.7%
-2,546.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -2.2% | -10.0% | +7.8% | +2.0% |
| 3M | +2.1% | -4.8% | +6.9% | +2.7% |
| 6M | -14.7% | -5.6% | -9.1% | -14.9% |
| YTD | -35.7% | +4.7% | -40.4% | -39.0% |
| 1Y | -37.1% | +6.7% | -43.7% | -41.2% |
| 3Y | -20.0% | +45.8% | -65.8% | -37.8% |
| 5Y | -62.1% | +145.9% | -208.1% | -77.5% |
| 10Y | -37.4% | +418.6% | -456.0% | -74.7% |
| All | +376.5% | +2,922.7% | -2,546.2% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling