+2.0%
FISV vs HUBB
+446.9%
-444.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +4.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | 0.0% | -10.0% | +10.0% | +3.8% |
| 3M | -2.8% | -1.6% | -1.2% | -3.5% |
| 6M | -11.8% | -3.1% | -8.7% | -12.7% |
| YTD | -23.2% | +4.6% | -27.8% | -26.8% |
| 1Y | -62.0% | +3.3% | -65.3% | -64.2% |
| 3Y | -57.6% | +46.6% | -104.2% | -67.8% |
| 5Y | -53.4% | +158.7% | -212.1% | -74.5% |
| All | +2.0% | +446.9% | -444.9% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling