+743.6%
FN vs HUBB
+402.2%
+341.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.1% | +9.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -34.3% | -9.7% | -24.6% | -28.6% |
| 3M | -39.9% | -15.2% | -24.7% | -31.0% |
| 6M | -51.8% | -14.0% | -37.8% | -45.0% |
| YTD | -28.1% | -2.4% | -25.7% | -24.3% |
| 1Y | -29.1% | -5.8% | -23.3% | -22.9% |
| 3Y | +102.4% | +60.4% | +42.0% | +61.7% |
| 5Y | +171.7% | +125.4% | +46.2% | +73.6% |
| All | +743.6% | +402.2% | +341.4% | +300.9% |
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 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