-62.0%
FISV vs HUBB
+5.5%
-67.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | 0.0% | -10.0% | +10.0% | -2.7% |
| 3M | -2.8% | -1.6% | -1.2% | -3.1% |
| 6M | -11.8% | -3.1% | -8.7% | -11.8% |
| YTD | -23.2% | +4.6% | -27.8% | -19.5% |
| 1Y | -62.0% | +3.3% | -65.3% | -61.0% |
| All | -62.0% | +5.5% | -67.5% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling