+191.8%
FN vs HUBB
+126.4%
+65.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.0% |
| 7D | +20.8% | +4.6% | +16.2% | +16.5% |
| 30D | -17.3% | -8.4% | -8.9% | -9.4% |
| 3M | -38.1% | -14.3% | -23.8% | -27.5% |
| 6M | -44.2% | -9.3% | -34.9% | -37.6% |
| YTD | -22.3% | -0.5% | -21.8% | -19.0% |
| 1Y | -20.9% | -2.1% | -18.8% | -15.8% |
| 3Y | +111.1% | +57.2% | +53.8% | +65.8% |
| 5Y | +191.8% | +127.1% | +64.7% | +70.8% |
| All | +191.8% | +126.4% | +65.4% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling