+1,086.7%
FLEX vs HUBB
+427.3%
+659.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.2% |
| 7D | +6.4% | +1.1% | +5.3% | +5.5% |
| 30D | -5.9% | -9.6% | +3.7% | +2.0% |
| 3M | -23.5% | -6.2% | -17.3% | -19.2% |
| 6M | +83.7% | -6.2% | +89.9% | +94.0% |
| YTD | +86.5% | +3.4% | +83.1% | +83.5% |
| 1Y | +100.5% | +5.3% | +95.2% | +95.0% |
| 3Y | +469.8% | +44.4% | +425.5% | +328.6% |
| 5Y | +725.7% | +152.4% | +573.3% | +284.3% |
| 10Y | +1,086.7% | +437.0% | +649.7% | +215.6% |
| All | +1,086.7% | +427.3% | +659.4% | +215.6% |
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