+297.6%
FLEX vs HUBB
+59.8%
+237.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +9.6% |
| 7D | -7.2% | +1.8% | -9.0% | -7.7% |
| 30D | -34.8% | -6.9% | -27.9% | -30.3% |
| 3M | -35.6% | -13.8% | -21.8% | -26.3% |
| 6M | -45.0% | -9.8% | -35.2% | -39.1% |
| YTD | +29.4% | +0.3% | +29.1% | +31.6% |
| 1Y | +24.8% | -3.3% | +28.1% | +30.7% |
| All | +297.6% | +59.8% | +237.7% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling