+726.2%
FLEX vs HUBB
+154.5%
+571.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.7% |
| 7D | +7.0% | +4.8% | +2.1% | +3.4% |
| 30D | -5.8% | -9.3% | +3.5% | +1.3% |
| 3M | -24.2% | -3.9% | -20.3% | -21.5% |
| 6M | +90.8% | -0.8% | +91.6% | +93.3% |
| YTD | +89.2% | +5.6% | +83.6% | +84.4% |
| 1Y | +104.7% | +7.7% | +97.0% | +97.3% |
| 3Y | +478.1% | +47.5% | +430.6% | +355.7% |
| 5Y | +726.2% | +153.7% | +572.5% | +362.4% |
| All | +726.2% | +154.5% | +571.7% | +362.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling