-53.1%
FISV vs HUBS
-66.4%
+13.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -2.7% | -9.0% | +6.3% | -0.9% |
| 30D | 0.0% | +7.2% | -7.2% | -1.4% |
| 3M | -2.8% | +20.9% | -23.7% | -7.1% |
| 6M | -11.8% | -13.0% | +1.2% | -11.7% |
| YTD | -23.2% | -43.8% | +20.6% | -17.7% |
| 1Y | -62.0% | -54.6% | -7.3% | -57.9% |
| 3Y | -57.6% | -58.5% | +0.8% | -53.5% |
| All | -53.1% | -66.4% | +13.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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