+449.4%
FLEX vs HUBB
+51.4%
+398.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.4% |
| 30D | -10.1% | -10.0% | -0.1% | -2.0% |
| 3M | -31.3% | -4.8% | -26.6% | -28.2% |
| 6M | +71.3% | -5.6% | +76.8% | +79.8% |
| YTD | +81.2% | +4.7% | +76.6% | +76.6% |
| 1Y | +98.5% | +6.7% | +91.8% | +91.1% |
| All | +449.4% | +51.4% | +398.0% | +323.7% |
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 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