-9.3%
FLUT vs HUBB
+446.9%
-456.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +2.5% | -10.0% | +12.5% | +4.7% |
| 3M | -9.2% | -1.6% | -7.6% | -9.7% |
| 6M | -8.2% | -3.1% | -5.2% | -8.7% |
| YTD | -53.2% | +4.6% | -57.8% | -54.5% |
| 1Y | -65.6% | +3.3% | -68.9% | -66.4% |
| 3Y | -43.6% | +46.6% | -90.1% | -49.1% |
| 5Y | -50.3% | +158.7% | -209.0% | -58.9% |
| All | -9.3% | +446.9% | -456.2% | -27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling