+11.4%
FPS vs HUBB
-3.8%
+15.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.0% |
| 7D | +10.4% | +4.8% | +5.5% | +4.4% |
| 30D | -16.5% | -9.3% | -7.2% | -6.2% |
| 3M | -45.5% | -3.9% | -41.6% | -42.3% |
| 6M | +2.1% | -0.8% | +2.9% | -4.4% |
| All | +11.4% | -3.8% | +15.2% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling