+2,067.0%
FLUT vs HUBB
+2,781.0%
-714.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +3.8% | +4.8% | -1.0% | +3.3% |
| 30D | +6.3% | -9.3% | +15.6% | +7.5% |
| 3M | -4.0% | -3.9% | -0.2% | -4.0% |
| 6M | -10.3% | -0.8% | -9.5% | -10.7% |
| YTD | -53.2% | +5.6% | -58.7% | -53.8% |
| 1Y | -65.0% | +7.7% | -72.8% | -65.6% |
| 3Y | -43.9% | +47.5% | -91.4% | -46.7% |
| 5Y | -49.2% | +153.7% | -202.9% | -53.8% |
| 10Y | -9.2% | +433.0% | -442.2% | -20.3% |
| All | +2,067.0% | +2,781.0% | -714.0% | +1,670.9% |
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