+624.3%
FLEX vs HUBB
+390.1%
+234.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.0% |
| 7D | -13.6% | -2.6% | -11.1% | -11.1% |
| 30D | -36.5% | -7.7% | -28.8% | -32.0% |
| 3M | -36.4% | -13.0% | -23.4% | -28.4% |
| 6M | -46.5% | -10.6% | -35.9% | -40.7% |
| YTD | +25.9% | -0.6% | +26.5% | +28.8% |
| 1Y | +19.6% | -4.1% | +23.7% | +26.0% |
| 3Y | +287.0% | +57.2% | +229.9% | +176.4% |
| 5Y | +466.6% | +127.2% | +339.5% | +189.8% |
| All | +624.3% | +390.1% | +234.2% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling