-72.3%
FLNC vs HUBB
+154.8%
-227.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.7% |
| 7D | -5.0% | -1.7% | -3.3% | -3.4% |
| 30D | -26.1% | -12.7% | -13.4% | -16.5% |
| 3M | -55.2% | -2.9% | -52.2% | -53.4% |
| 6M | -42.6% | -4.8% | -37.8% | -40.7% |
| YTD | -51.0% | +2.8% | -53.8% | -52.6% |
| 1Y | +43.3% | +3.5% | +39.8% | +41.0% |
| 3Y | -63.4% | +43.5% | -106.9% | -74.1% |
| All | -72.3% | +154.8% | -227.1% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling