-59.8%
FISV vs HUBB
+43.6%
-103.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | -7.2% | -1.7% | -5.5% | -7.1% |
| 30D | -7.2% | -12.7% | +5.5% | -6.6% |
| 3M | -8.2% | -2.9% | -5.2% | -8.5% |
| 6M | -17.7% | -4.8% | -12.9% | -18.1% |
| YTD | -27.2% | +2.8% | -29.9% | -28.3% |
| 1Y | -63.0% | +3.5% | -66.5% | -63.9% |
| All | -59.8% | +43.6% | -103.4% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling