+2,896.1%
FITB vs HUBB
+152,497.5%
-149,601.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -4.7% | -10.0% | +5.3% | -4.6% |
| 3M | +6.7% | -4.8% | +11.4% | +6.7% |
| 6M | +12.6% | -5.6% | +18.1% | +12.6% |
| YTD | +19.1% | +4.7% | +14.5% | +19.0% |
| 1Y | +22.6% | +6.7% | +16.0% | +22.4% |
| 3Y | +127.1% | +45.8% | +81.4% | +125.4% |
| 5Y | +71.8% | +145.9% | -74.1% | +69.0% |
| 10Y | +287.2% | +418.6% | -131.4% | +277.4% |
| All | +2,896.1% | +152,497.5% | -149,601.4% | +2,889.4% |
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