+69.8%
FITB vs HUBB
+148.7%
-78.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.3% |
| 30D | -5.5% | -12.7% | +7.2% | -0.1% |
| 3M | +4.1% | -2.9% | +7.1% | +4.3% |
| 6M | +18.7% | -4.8% | +23.5% | +19.0% |
| YTD | +18.2% | +2.8% | +15.4% | +13.9% |
| 1Y | +23.7% | +3.5% | +20.1% | +18.3% |
| 3Y | +130.8% | +43.5% | +87.2% | +81.4% |
| 5Y | +69.8% | +154.2% | -84.4% | -6.7% |
| All | +69.8% | +148.7% | -78.9% | -6.7% |
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