+2,112.4%
FTI vs HUBB
+2,872.1%
-759.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -0.2% | +4.8% | -5.0% | -3.2% |
| 30D | +12.3% | -9.3% | +21.6% | +19.3% |
| 3M | +13.8% | -3.9% | +17.6% | +14.8% |
| 6M | +24.3% | -0.8% | +25.1% | +21.3% |
| YTD | +75.8% | +5.6% | +70.2% | +64.0% |
| 1Y | +99.6% | +7.7% | +91.9% | +82.2% |
| 3Y | +278.4% | +47.5% | +231.0% | +165.8% |
| 5Y | +1,168.7% | +153.7% | +1,015.0% | +477.7% |
| 10Y | +297.5% | +433.0% | -135.5% | +10.7% |
| All | +2,112.4% | +2,872.1% | -759.7% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling