+247.6%
FIS vs HUBB
+2,809.6%
-2,562.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.2% |
| 7D | +1.5% | +1.2% | +0.3% | +0.9% |
| 30D | -11.8% | -6.4% | -5.4% | -9.5% |
| 3M | -28.5% | -14.4% | -14.1% | -24.1% |
| 6M | -27.0% | -9.0% | -18.1% | -25.6% |
| YTD | -53.1% | +0.7% | -53.8% | -54.9% |
| 1Y | -52.8% | -0.3% | -52.5% | -54.5% |
| 3Y | -37.5% | +59.2% | -96.7% | -53.4% |
| 5Y | -71.1% | +130.2% | -201.3% | -82.3% |
| 10Y | -52.0% | +391.8% | -443.8% | -80.2% |
| All | +247.6% | +2,809.6% | -2,562.0% | -37.7% |
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 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