-63.2%
FLUT vs HUBB
-4.0%
-59.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -2.5% |
| 7D | +4.2% | +0.2% | +3.9% | +4.1% |
| 30D | +8.0% | -8.8% | +16.8% | +7.5% |
| 3M | -22.1% | -12.5% | -9.6% | -22.5% |
| 6M | -21.7% | -14.5% | -7.1% | -21.9% |
| YTD | -62.0% | -0.4% | -61.5% | -65.3% |
| 1Y | -63.2% | -3.4% | -59.7% | -65.4% |
| All | -63.2% | -4.0% | -59.2% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling