-53.1%
FISV vs HUBB
+157.3%
-210.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | 0.0% | -10.0% | +10.0% | +2.2% |
| 3M | -2.8% | -1.6% | -1.2% | -3.4% |
| 6M | -11.8% | -3.1% | -8.7% | -12.5% |
| YTD | -23.2% | +4.6% | -27.8% | -25.7% |
| 1Y | -62.0% | +3.3% | -65.3% | -63.5% |
| 3Y | -57.6% | +46.6% | -104.2% | -65.9% |
| All | -53.1% | +157.3% | -210.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling