+860.4%
FN vs HUBB
+423.4%
+437.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.7% | +0.5% | -2.2% | -2.1% |
| 30D | -22.0% | -10.0% | -12.0% | -15.2% |
| 3M | -43.0% | -4.8% | -38.2% | -40.3% |
| 6M | -27.7% | -5.6% | -22.2% | -23.4% |
| YTD | -10.5% | +4.7% | -15.2% | -11.4% |
| 1Y | +12.5% | +6.7% | +5.8% | +10.7% |
| 3Y | +153.8% | +45.8% | +108.0% | +108.8% |
| 5Y | +288.0% | +145.9% | +142.1% | +129.2% |
| All | +860.4% | +423.4% | +437.0% | +239.7% |
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