+10,209.8%
FISV vs HUBB
+150,593.0%
-140,383.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.3% |
| 7D | -6.4% | +1.1% | -7.5% | -6.4% |
| 30D | -6.8% | -9.6% | +2.8% | -6.7% |
| 3M | -10.0% | -6.2% | -3.8% | -9.9% |
| 6M | -20.6% | -6.2% | -14.5% | -20.6% |
| YTD | -27.6% | +3.4% | -30.9% | -27.6% |
| 1Y | -64.3% | +5.3% | -69.7% | -64.4% |
| 3Y | -60.0% | +44.4% | -104.3% | -60.2% |
| 5Y | -57.7% | +152.4% | -210.1% | -58.2% |
| 10Y | -3.0% | +437.0% | -440.0% | -4.9% |
| All | +10,209.8% | +150,593.0% | -140,383.2% | +7,836.1% |
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