+794.1%
FN vs HUBB
+389.2%
+404.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.1% |
| 7D | -4.1% | -2.6% | -1.5% | -1.4% |
| 30D | -28.3% | -7.7% | -20.7% | -23.2% |
| 3M | -33.9% | -13.0% | -20.9% | -25.5% |
| 6M | -43.9% | -10.6% | -33.3% | -37.7% |
| YTD | -23.4% | -0.6% | -22.9% | -20.3% |
| 1Y | -25.4% | -4.1% | -21.3% | -19.8% |
| 3Y | +107.9% | +57.2% | +50.7% | +67.7% |
| 5Y | +195.1% | +127.2% | +67.9% | +87.0% |
| 10Y | +794.1% | +386.2% | +407.9% | +301.2% |
| All | +794.1% | +389.2% | +404.9% | +301.2% |
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