-22.6%
FPS vs HUBB
-9.2%
-13.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.9% | -14.2% |
| 7D | -23.3% | +0.2% | -23.5% | -22.8% |
| 30D | -42.4% | -8.8% | -33.6% | -34.8% |
| 3M | -43.0% | -12.5% | -30.6% | -32.1% |
| 6M | -44.5% | -14.5% | -29.9% | -31.2% |
| All | -22.6% | -9.2% | -13.4% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling