-44.3%
FLUT vs HUBB
+44.4%
-88.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -2.6% | +1.1% | -3.7% | -2.9% |
| 30D | +5.4% | -9.6% | +15.0% | +8.5% |
| 3M | -10.8% | -6.2% | -4.6% | -10.3% |
| 6M | -9.2% | -6.2% | -3.1% | -9.6% |
| YTD | -53.8% | +3.4% | -57.2% | -56.2% |
| 1Y | -66.0% | +5.3% | -71.3% | -68.1% |
| All | -44.3% | +44.4% | -88.7% | -57.5% |
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