-45.3%
FLUT vs HUBB
+57.0%
-102.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | +9.3% | -7.7% | +16.9% | +11.5% |
| 3M | -17.5% | -13.6% | -3.9% | -14.2% |
| 6M | -14.6% | -9.1% | -5.5% | -14.0% |
| YTD | -62.3% | -0.7% | -61.5% | -64.1% |
| 1Y | -59.6% | +1.1% | -60.7% | -62.0% |
| 3Y | -45.3% | +56.2% | -101.5% | -59.4% |
| All | -45.3% | +57.0% | -102.3% | -59.4% |
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 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