-48.4%
FSLY vs HUBB
+148.7%
-197.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | +7.5% | -1.7% | +9.2% | +8.7% |
| 30D | -21.1% | -12.7% | -8.4% | -13.0% |
| 3M | +21.8% | -2.9% | +24.7% | +22.4% |
| 6M | -0.1% | -4.8% | +4.7% | +1.8% |
| YTD | +123.1% | +2.8% | +120.3% | +113.6% |
| 1Y | +208.6% | +3.5% | +205.0% | +191.6% |
| 3Y | -1.3% | +43.5% | -44.8% | -30.6% |
| 5Y | -48.4% | +154.2% | -202.6% | -80.0% |
| All | -48.4% | +148.7% | -197.1% | -80.0% |
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